+7,843.3%
FIX vs SONY
+273.3%
+7,570.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.0% |
| 7D | -17.5% | +6.7% | -24.2% | -19.4% |
| 30D | -41.6% | +14.8% | -56.4% | -44.4% |
| 3M | -40.6% | +16.9% | -57.5% | -43.9% |
| 6M | -49.4% | +30.2% | -79.6% | -54.2% |
| YTD | +9.2% | +5.5% | +3.7% | +5.3% |
| 1Y | +6.5% | -4.6% | +11.0% | +5.9% |
| 3Y | +448.7% | +57.2% | +391.5% | +361.9% |
| 5Y | +948.7% | +12.1% | +936.7% | +866.7% |
| 10Y | +3,659.7% | +361.6% | +3,298.2% | +2,126.0% |
| All | +7,843.3% | +273.3% | +7,570.1% | +3,858.1% |
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 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