-65.6%
FLUT vs SONY
-16.9%
-48.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | +2.5% | +1.5% | +1.0% | +2.2% |
| 3M | -9.2% | +13.0% | -22.2% | -12.0% |
| 6M | -8.2% | +11.2% | -19.5% | -10.8% |
| YTD | -53.2% | -6.6% | -46.6% | -52.4% |
| 1Y | -65.6% | -18.1% | -47.5% | -62.9% |
| All | -65.6% | -16.9% | -48.7% | -62.9% |
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