+8,590.7%
FIX vs SONY
+274.1%
+8,316.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.3% |
| 7D | -7.2% | +6.1% | -13.3% | -9.3% |
| 30D | -35.1% | +12.2% | -47.3% | -37.8% |
| 3M | -34.3% | +15.3% | -49.6% | -37.7% |
| 6M | -42.9% | +34.3% | -77.2% | -48.9% |
| YTD | +19.5% | +5.7% | +13.7% | +15.2% |
| 1Y | +16.8% | -2.3% | +19.1% | +15.3% |
| 3Y | +506.7% | +67.1% | +439.6% | +401.8% |
| 5Y | +1,046.7% | +13.0% | +1,033.7% | +954.4% |
| 10Y | +3,800.0% | +372.1% | +3,427.9% | +2,195.1% |
| All | +8,590.7% | +274.1% | +8,316.6% | +4,227.9% |
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