+47.7%
FND vs SONY
+273.3%
-225.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.1% |
| 7D | -5.8% | -2.7% | -3.1% | -4.3% |
| 30D | -20.2% | +1.5% | -21.7% | -21.0% |
| 3M | -12.0% | +13.0% | -25.0% | -18.3% |
| 6M | -18.5% | +11.2% | -29.7% | -24.6% |
| YTD | -22.3% | -6.6% | -15.6% | -20.5% |
| 1Y | -47.6% | -18.1% | -29.5% | -42.4% |
| 3Y | -49.8% | +42.1% | -91.8% | -62.2% |
| 5Y | -63.0% | +11.0% | -74.0% | -67.9% |
| All | +47.7% | +273.3% | -225.6% | -20.6% |
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