+860.4%
FN vs SONY
+283.6%
+576.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.8% |
| 7D | -1.7% | -1.2% | -0.5% | -1.2% |
| 30D | -22.0% | +9.4% | -31.4% | -25.2% |
| 3M | -43.0% | +10.5% | -53.5% | -46.2% |
| 6M | -27.7% | +11.7% | -39.4% | -32.4% |
| YTD | -10.5% | -4.1% | -6.5% | -10.5% |
| 1Y | +12.5% | -11.8% | +24.3% | +16.7% |
| 3Y | +153.8% | +45.9% | +107.9% | +103.6% |
| 5Y | +288.0% | +16.3% | +271.7% | +239.4% |
| All | +860.4% | +283.6% | +576.8% | +427.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling