+2,876.4%
FITB vs SONY
+516.6%
+2,359.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.9% |
| 7D | +2.8% | -5.2% | +8.0% | +4.8% |
| 30D | -4.5% | +0.3% | -4.8% | -4.8% |
| 3M | +5.7% | +6.2% | -0.6% | +2.6% |
| 6M | +17.1% | +9.5% | +7.6% | +12.0% |
| YTD | +18.3% | -8.1% | +26.4% | +20.4% |
| 1Y | +23.9% | -17.9% | +41.8% | +30.9% |
| 3Y | +131.1% | +41.5% | +89.6% | +94.7% |
| 5Y | +71.1% | +11.8% | +59.2% | +55.3% |
| 10Y | +283.9% | +275.4% | +8.5% | +117.9% |
| All | +2,876.4% | +516.6% | +2,359.9% | +1,099.2% |
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