-80.9%
FIG vs SONY
-4.6%
-76.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -14.5% | -4.9% | -9.5% | -13.3% |
| 30D | -13.3% | -1.6% | -11.7% | -12.9% |
| 3M | +7.4% | +10.0% | -2.6% | +3.8% |
| 6M | -27.8% | +8.4% | -36.2% | -30.1% |
| YTD | -41.1% | -8.4% | -32.7% | -39.5% |
| 1Y | -58.7% | -18.4% | -40.4% | -54.9% |
| All | -80.9% | -4.6% | -76.3% | -79.0% |
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 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