-63.3%
FND vs SONY
+8.8%
-72.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -5.1% | -5.8% | +0.7% | -2.1% |
| 30D | -22.5% | -0.4% | -22.1% | -22.4% |
| 3M | -5.0% | +13.3% | -18.3% | -11.5% |
| 6M | -21.5% | +8.5% | -30.0% | -26.0% |
| YTD | -23.0% | -8.1% | -14.9% | -20.4% |
| 1Y | -44.9% | -17.9% | -27.0% | -39.5% |
| 3Y | -50.0% | +41.4% | -91.4% | -62.7% |
| 5Y | -63.3% | +9.3% | -72.6% | -68.4% |
| All | -63.3% | +8.8% | -72.1% | -68.4% |
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