-26.5%
FIS vs SONY
+39.5%
-66.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -9.1% | -4.9% | -4.2% | -8.0% |
| 30D | -10.4% | -1.6% | -8.8% | -10.0% |
| 3M | -3.7% | +10.0% | -13.7% | -5.7% |
| 6M | -24.8% | +8.4% | -33.2% | -26.2% |
| YTD | -41.6% | -8.4% | -33.1% | -40.6% |
| 1Y | -42.7% | -18.4% | -24.4% | -40.5% |
| All | -26.5% | +39.5% | -66.0% | -34.0% |
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