+2,105.4%
FIX vs SONY
+16.3%
+2,089.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +6.0% | -1.2% | +7.2% | +6.5% |
| 30D | -7.2% | +9.4% | -16.7% | -10.6% |
| 3M | -15.9% | +10.5% | -26.3% | -19.8% |
| 6M | +12.7% | +11.7% | +1.1% | +6.7% |
| YTD | +72.8% | -4.1% | +76.9% | +73.6% |
| 1Y | +122.9% | -11.8% | +134.7% | +131.4% |
| 3Y | +774.3% | +45.9% | +728.4% | +622.5% |
| All | +2,105.4% | +16.3% | +2,089.1% | +1,934.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling