+12.3%
FN vs SONY
-16.9%
+29.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.3% |
| 7D | +3.5% | -5.2% | +8.7% | +3.7% |
| 30D | -26.0% | +0.3% | -26.3% | -26.1% |
| 3M | -33.3% | +6.2% | -39.5% | -32.8% |
| 6M | -14.9% | +9.5% | -24.5% | -16.4% |
| YTD | -8.6% | -8.1% | -0.5% | -3.8% |
| 1Y | +12.3% | -17.9% | +30.2% | +27.3% |
| All | +12.3% | -16.9% | +29.2% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling