+2,067.0%
FLUT vs SONY
+236.1%
+1,830.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.0% |
| 7D | +3.8% | -5.2% | +9.0% | +4.4% |
| 30D | +6.3% | +0.3% | +6.0% | +6.3% |
| 3M | -4.0% | +6.2% | -10.3% | -4.7% |
| 6M | -10.3% | +9.5% | -19.8% | -11.3% |
| YTD | -53.2% | -8.1% | -45.1% | -52.9% |
| 1Y | -65.0% | -17.9% | -47.1% | -64.4% |
| 3Y | -43.9% | +41.5% | -85.4% | -45.9% |
| 5Y | -49.2% | +11.8% | -61.1% | -50.4% |
| 10Y | -9.2% | +275.4% | -284.6% | -16.0% |
| All | +2,067.0% | +236.1% | +1,830.9% | +1,855.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling