+3,142.0%
FN vs SONY
+454.6%
+2,687.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.3% |
| 7D | -4.1% | +5.2% | -9.3% | -6.2% |
| 30D | -28.3% | +10.7% | -39.1% | -31.5% |
| 3M | -33.9% | +12.1% | -46.0% | -37.3% |
| 6M | -43.9% | +32.6% | -76.5% | -50.7% |
| YTD | -23.4% | +4.3% | -27.8% | -26.6% |
| 1Y | -25.4% | -4.5% | -20.9% | -26.1% |
| 3Y | +107.9% | +56.9% | +51.0% | +69.5% |
| 5Y | +195.1% | +12.5% | +182.6% | +166.9% |
| 10Y | +794.1% | +371.7% | +422.4% | +407.3% |
| All | +3,142.0% | +454.6% | +2,687.5% | +1,506.2% |
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 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