-38.8%
FIS vs SONY
+63.5%
-102.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.8% |
| 7D | +2.8% | +0.3% | +2.6% | +2.8% |
| 30D | -16.7% | +11.1% | -27.8% | -18.7% |
| 3M | -32.3% | +14.7% | -46.9% | -34.3% |
| 6M | -29.1% | +18.8% | -47.8% | -31.9% |
| YTD | -54.1% | +5.7% | -59.9% | -55.0% |
| 1Y | -53.7% | -8.1% | -45.7% | -53.4% |
| 3Y | -38.8% | +64.0% | -102.8% | -42.8% |
| All | -38.8% | +63.5% | -102.4% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling