+53.3%
FLNC vs SONY
-10.8%
+64.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | -4.9% | -1.2% | -3.7% | -4.4% |
| 30D | -27.3% | +9.4% | -36.7% | -30.8% |
| 3M | -61.9% | +10.5% | -72.4% | -63.9% |
| 6M | -34.5% | +11.7% | -46.2% | -37.9% |
| YTD | -47.7% | -4.1% | -43.6% | -42.5% |
| 1Y | +53.3% | -11.8% | +65.1% | +100.8% |
| All | +53.3% | -10.8% | +64.2% | +100.8% |
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