-40.4%
FIS vs SONY
-18.6%
-21.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | -8.9% | -5.8% | -3.1% | -7.5% |
| 30D | -9.9% | -0.4% | -9.5% | -9.7% |
| 3M | 0.0% | +13.3% | -13.3% | -2.6% |
| 6M | -22.9% | +8.5% | -31.4% | -23.9% |
| YTD | -40.9% | -8.1% | -32.7% | -40.1% |
| 1Y | -40.4% | -17.9% | -22.5% | -38.2% |
| All | -40.4% | -18.6% | -21.9% | -38.2% |
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