+3,644.4%
FIX vs SONY
+366.6%
+3,277.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -13.9% | +5.2% | -19.1% | -15.9% |
| 30D | -35.5% | +10.7% | -46.3% | -38.4% |
| 3M | -33.9% | +12.1% | -46.1% | -37.4% |
| 6M | -43.3% | +32.6% | -75.9% | -50.3% |
| YTD | +18.7% | +4.3% | +14.3% | +14.2% |
| 1Y | +13.8% | -4.5% | +18.3% | +13.4% |
| 3Y | +495.0% | +56.9% | +438.1% | +378.4% |
| 5Y | +1,049.0% | +12.5% | +1,036.6% | +931.9% |
| 10Y | +3,644.4% | +371.7% | +3,272.7% | +1,954.0% |
| All | +3,644.4% | +366.6% | +3,277.8% | +1,954.0% |
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 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