+284.0%
FITB vs SONY
+293.1%
-9.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -0.3% | -2.7% | +2.4% | +0.8% |
| 30D | -5.7% | +1.5% | -7.2% | -6.4% |
| 3M | +3.2% | +13.0% | -9.8% | -2.4% |
| 6M | +23.4% | +11.2% | +12.2% | +16.7% |
| YTD | +18.8% | -6.6% | +25.4% | +20.6% |
| 1Y | +25.0% | -18.1% | +43.1% | +33.5% |
| 3Y | +131.2% | +42.1% | +89.1% | +88.3% |
| 5Y | +70.7% | +11.0% | +59.6% | +51.7% |
| All | +284.0% | +293.1% | -9.0% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling