+726.2%
FLEX vs SONY
+11.4%
+714.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +6.2% |
| 7D | +7.0% | -5.2% | +12.1% | +9.3% |
| 30D | -5.8% | +0.3% | -6.1% | -6.3% |
| 3M | -24.2% | +6.2% | -30.4% | -27.3% |
| 6M | +90.8% | +9.5% | +81.3% | +79.7% |
| YTD | +89.2% | -8.1% | +97.3% | +93.0% |
| 1Y | +104.7% | -17.9% | +122.6% | +119.7% |
| 3Y | +478.1% | +41.5% | +436.6% | +365.6% |
| 5Y | +726.2% | +11.8% | +714.4% | +607.5% |
| All | +726.2% | +11.4% | +714.8% | +607.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling