+80,792.2%
FICO vs SONY
+609.1%
+80,183.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -0.1% | +6.1% | -6.1% | -1.9% |
| 30D | +8.4% | +12.2% | -3.8% | +4.8% |
| 3M | -30.5% | +15.3% | -45.8% | -33.4% |
| 6M | -35.7% | +34.3% | -70.0% | -41.2% |
| YTD | -57.2% | +5.7% | -62.9% | -58.2% |
| 1Y | -58.4% | -2.3% | -56.1% | -58.4% |
| 3Y | -24.8% | +67.1% | -92.0% | -36.8% |
| 5Y | +79.3% | +13.0% | +66.3% | +67.0% |
| 10Y | +531.6% | +372.1% | +159.6% | +299.0% |
| All | +80,792.2% | +609.1% | +80,183.1% | +44,456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling