+128.1%
FIX vs SONY
-18.5%
+146.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +3.5% | -4.9% | +8.4% | +4.3% |
| 30D | -3.5% | -1.6% | -1.9% | -3.5% |
| 3M | -11.8% | +10.0% | -21.8% | -14.4% |
| 6M | +17.8% | +8.4% | +9.4% | +13.5% |
| YTD | +73.3% | -8.4% | +81.7% | +78.7% |
| 1Y | +128.1% | -18.4% | +146.5% | +149.7% |
| All | +128.1% | -18.5% | +146.6% | +149.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling