+5,993.3%
FIX vs SONY
+271.8%
+5,721.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +3.9% |
| 7D | +6.1% | -5.2% | +11.2% | +8.0% |
| 30D | -2.7% | +0.3% | -3.0% | -3.1% |
| 3M | -10.9% | +6.2% | -17.2% | -14.0% |
| 6M | +29.0% | +9.5% | +19.5% | +22.9% |
| YTD | +76.9% | -8.1% | +85.0% | +80.0% |
| 1Y | +130.7% | -17.9% | +148.7% | +144.9% |
| 3Y | +790.7% | +41.5% | +749.2% | +651.3% |
| 5Y | +2,185.6% | +11.8% | +2,173.7% | +1,973.5% |
| 10Y | +5,993.3% | +275.4% | +5,717.9% | +3,548.6% |
| All | +5,993.3% | +271.8% | +5,721.5% | +3,548.6% |
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