+376.5%
FIS vs SONY
+111.1%
+265.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +1.1% | -1.2% | +2.3% | +1.4% |
| 30D | -2.2% | +9.4% | -11.7% | -4.9% |
| 3M | +2.1% | +10.5% | -8.3% | -1.1% |
| 6M | -14.7% | +11.7% | -26.4% | -18.0% |
| YTD | -35.7% | -4.1% | -31.6% | -35.4% |
| 1Y | -37.1% | -11.8% | -25.3% | -35.3% |
| 3Y | -20.0% | +45.9% | -65.9% | -31.2% |
| 5Y | -62.1% | +16.3% | -78.4% | -65.4% |
| 10Y | -37.4% | +297.6% | -335.0% | -61.7% |
| All | +376.5% | +111.1% | +265.4% | +141.5% |
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