+826.4%
FN vs SONY
+376.6%
+449.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.6% | +11.8% |
| 7D | +16.3% | +6.1% | +10.2% | +12.8% |
| 30D | -24.7% | +12.2% | -36.9% | -29.1% |
| 3M | -34.9% | +15.3% | -50.3% | -39.7% |
| 6M | -41.1% | +34.3% | -75.4% | -50.0% |
| YTD | -19.6% | +5.7% | -25.3% | -23.8% |
| 1Y | -18.5% | -2.3% | -16.2% | -19.9% |
| 3Y | +119.1% | +67.1% | +52.0% | +63.7% |
| 5Y | +206.9% | +13.0% | +194.0% | +170.0% |
| 10Y | +826.4% | +372.1% | +454.4% | +386.1% |
| All | +826.4% | +376.6% | +449.8% | +386.1% |
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