+239.9%
FIS vs SONY
+132.7%
+107.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.7% |
| 7D | +2.8% | +0.3% | +2.6% | +2.7% |
| 30D | -16.7% | +11.1% | -27.8% | -19.6% |
| 3M | -32.3% | +14.7% | -46.9% | -35.3% |
| 6M | -29.1% | +18.8% | -47.8% | -33.0% |
| YTD | -54.1% | +5.7% | -59.9% | -55.4% |
| 1Y | -53.7% | -8.1% | -45.7% | -53.1% |
| 3Y | -38.8% | +64.0% | -102.8% | -49.4% |
| 5Y | -71.1% | +12.6% | -83.7% | -73.4% |
| 10Y | -53.1% | +373.8% | -426.9% | -72.8% |
| All | +239.9% | +132.7% | +107.2% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling