-45.3%
FLUT vs SONY
+63.5%
-108.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +9.3% | +11.1% | -1.9% | +5.4% |
| 3M | -17.5% | +14.7% | -32.1% | -21.1% |
| 6M | -14.6% | +18.8% | -33.4% | -19.6% |
| YTD | -62.3% | +5.7% | -68.0% | -63.2% |
| 1Y | -59.6% | -8.1% | -51.6% | -58.7% |
| 3Y | -45.3% | +64.0% | -109.3% | -57.7% |
| All | -45.3% | +63.5% | -108.8% | -57.7% |
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