-20.6%
FISV vs SONY
+11.0%
-31.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.3% |
| 7D | -6.4% | -4.9% | -1.5% | -5.4% |
| 30D | -6.8% | -1.6% | -5.2% | -6.4% |
| 3M | -10.0% | +10.0% | -20.0% | -12.0% |
| 6M | -20.6% | +8.4% | -29.0% | -20.0% |
| All | -20.6% | +11.0% | -31.7% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling