+101.7%
FICO vs SONY
+16.3%
+85.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.0% |
| 7D | -19.2% | -1.2% | -18.0% | -18.7% |
| 30D | -14.6% | +9.4% | -24.0% | -17.7% |
| 3M | -20.1% | +10.5% | -30.6% | -23.2% |
| 6M | -36.3% | +11.7% | -48.0% | -39.4% |
| YTD | -44.9% | -4.1% | -40.8% | -44.2% |
| 1Y | -38.6% | -11.8% | -26.8% | -36.1% |
| 3Y | +4.0% | +45.9% | -41.9% | -16.8% |
| All | +101.7% | +16.3% | +85.4% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling