+173.5%
FN vs SONY
+10.8%
+162.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.0% | +13.6% | +12.3% |
| 7D | 0.0% | +6.7% | -6.8% | -2.9% |
| 30D | -34.3% | +14.8% | -49.1% | -38.2% |
| 3M | -39.9% | +16.9% | -56.7% | -44.1% |
| 6M | -51.8% | +30.2% | -82.1% | -58.0% |
| YTD | -28.1% | +5.5% | -33.6% | -31.0% |
| 1Y | -29.1% | -4.6% | -24.5% | -28.5% |
| 3Y | +102.4% | +57.2% | +45.2% | +57.4% |
| All | +173.5% | +10.8% | +162.7% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling