+100.5%
FLEX vs SONY
-18.5%
+119.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +6.4% | -4.9% | +11.3% | +7.2% |
| 30D | -5.9% | -1.6% | -4.3% | -5.8% |
| 3M | -23.5% | +10.0% | -33.5% | -25.8% |
| 6M | +83.7% | +8.4% | +75.3% | +74.2% |
| YTD | +86.5% | -8.4% | +94.9% | +86.3% |
| 1Y | +100.5% | -18.4% | +118.9% | +112.7% |
| All | +100.5% | -18.5% | +119.0% | +112.7% |
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