-51.1%
FIS vs SONY
-6.4%
-44.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.2% | -25.9% | -24.2% |
| 7D | -18.4% | +2.9% | -21.3% | -19.1% |
| 30D | -11.4% | +10.2% | -21.6% | -13.6% |
| 3M | -32.0% | +16.1% | -48.1% | -34.3% |
| 6M | -35.6% | +32.1% | -67.7% | -39.3% |
| YTD | -53.8% | +1.4% | -55.2% | -54.8% |
| 1Y | -51.1% | -7.0% | -44.1% | -51.9% |
| All | -51.1% | -6.4% | -44.7% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling