-66.1%
FIS vs SONY
+9.8%
-75.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -9.1% | -4.9% | -4.2% | -7.5% |
| 30D | -10.4% | -1.6% | -8.8% | -9.9% |
| 3M | -3.7% | +10.0% | -13.7% | -6.7% |
| 6M | -24.8% | +8.4% | -33.2% | -27.1% |
| YTD | -41.6% | -8.4% | -33.1% | -40.1% |
| 1Y | -42.7% | -18.4% | -24.4% | -39.2% |
| 3Y | -26.2% | +41.0% | -67.2% | -38.5% |
| 5Y | -66.1% | +9.3% | -75.4% | -68.9% |
| All | -66.1% | +9.8% | -75.9% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling