+1,645.8%
FLUT vs SONY
+286.7%
+1,359.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.2% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +9.3% | +11.1% | -1.9% | +8.0% |
| 3M | -17.5% | +14.7% | -32.1% | -18.7% |
| 6M | -14.6% | +18.8% | -33.4% | -16.2% |
| YTD | -62.3% | +5.7% | -68.0% | -62.6% |
| 1Y | -59.6% | -8.1% | -51.6% | -59.4% |
| 3Y | -45.3% | +64.0% | -109.3% | -48.1% |
| 5Y | -50.4% | +12.6% | -63.1% | -52.0% |
| 10Y | -26.8% | +373.8% | -400.6% | -33.6% |
| All | +1,645.8% | +286.7% | +1,359.2% | +1,451.8% |
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 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