+1,033.9%
FLEX vs SONY
+286.8%
+747.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.5% | -4.3% |
| 7D | +0.1% | -5.8% | +5.9% | +3.1% |
| 30D | -11.8% | -0.4% | -11.4% | -12.0% |
| 3M | -22.6% | +13.3% | -35.9% | -29.1% |
| 6M | +77.3% | +8.5% | +68.8% | +66.2% |
| YTD | +78.8% | -8.1% | +86.9% | +82.6% |
| 1Y | +86.1% | -17.9% | +104.0% | +101.3% |
| 3Y | +446.2% | +41.4% | +404.8% | +320.5% |
| 5Y | +689.7% | +9.3% | +680.4% | +589.4% |
| All | +1,033.9% | +286.8% | +747.1% | +481.1% |
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 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