-79.9%
FIG vs SONY
-2.8%
-77.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.3% |
| 7D | -3.8% | -2.7% | -1.1% | -3.1% |
| 30D | -2.3% | +1.5% | -3.8% | -2.7% |
| 3M | +20.0% | +13.0% | +7.0% | +15.1% |
| 6M | -16.7% | +11.2% | -27.9% | -19.8% |
| YTD | -37.9% | -6.6% | -31.3% | -36.6% |
| 1Y | -58.5% | -18.1% | -40.4% | -55.0% |
| All | -79.9% | -2.8% | -77.1% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling