-80.3%
FIG vs SONY
-4.3%
-76.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.2% | -1.5% | -4.6% |
| 7D | -16.4% | -5.2% | -11.2% | -15.1% |
| 30D | -2.3% | +0.3% | -2.6% | -2.3% |
| 3M | +7.8% | +6.2% | +1.6% | +4.5% |
| 6M | -21.8% | +9.5% | -31.4% | -24.5% |
| YTD | -39.1% | -8.1% | -31.0% | -37.6% |
| 1Y | -56.6% | -17.9% | -38.7% | -52.6% |
| All | -80.3% | -4.3% | -76.0% | -78.3% |
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