-65.8%
FLUT vs SONY
-10.8%
-54.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -1.6% | -1.2% | -0.5% | -1.4% |
| 30D | +7.7% | +9.4% | -1.7% | +5.7% |
| 3M | -0.7% | +10.5% | -11.2% | -3.6% |
| 6M | -11.2% | +11.7% | -22.8% | -13.8% |
| YTD | -53.4% | -4.1% | -49.4% | -53.2% |
| 1Y | -65.8% | -11.8% | -54.0% | -64.0% |
| All | -65.8% | -10.8% | -54.9% | -64.0% |
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 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