-40.7%
FIS vs SONY
+286.8%
-327.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | -8.9% | -5.8% | -3.1% | -7.0% |
| 30D | -9.9% | -0.4% | -9.5% | -9.8% |
| 3M | 0.0% | +13.3% | -13.3% | -4.3% |
| 6M | -22.9% | +8.5% | -31.4% | -25.5% |
| YTD | -40.9% | -8.1% | -32.7% | -39.5% |
| 1Y | -40.4% | -17.9% | -22.5% | -36.9% |
| 3Y | -25.4% | +41.4% | -66.8% | -37.0% |
| 5Y | -64.8% | +9.3% | -74.1% | -67.9% |
| All | -40.7% | +286.8% | -327.5% | -59.8% |
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