+282.7%
FLEX vs SONY
+63.5%
+219.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.6% | -4.4% |
| 7D | +7.5% | +0.3% | +7.2% | +7.4% |
| 30D | -25.3% | +11.1% | -36.4% | -28.2% |
| 3M | -39.7% | +14.7% | -54.3% | -42.9% |
| 6M | -47.9% | +18.8% | -66.6% | -51.6% |
| YTD | +24.1% | +5.7% | +18.4% | +20.0% |
| 1Y | +26.0% | -8.1% | +34.0% | +29.5% |
| 3Y | +282.7% | +64.0% | +218.7% | +205.0% |
| All | +282.7% | +63.5% | +219.2% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling