+226.3%
FIS vs SONY
+129.2%
+97.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.8% | -6.3% |
| 7D | -3.5% | -3.2% | -0.3% | -2.6% |
| 30D | -19.4% | +9.6% | -29.0% | -21.9% |
| 3M | -31.6% | +13.3% | -44.8% | -34.3% |
| 6M | -32.5% | +20.3% | -52.8% | -36.6% |
| YTD | -56.0% | +4.1% | -60.1% | -57.0% |
| 1Y | -55.5% | -11.9% | -43.6% | -54.3% |
| 3Y | -41.3% | +56.6% | -97.9% | -50.7% |
| 5Y | -72.3% | +10.9% | -83.2% | -74.4% |
| 10Y | -55.0% | +366.6% | -421.6% | -73.8% |
| All | +226.3% | +129.2% | +97.2% | +60.8% |
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 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