-22.6%
FPS vs SONY
+20.9%
-43.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.2% | -19.5% | -17.0% |
| 7D | -23.3% | +2.9% | -26.2% | -22.9% |
| 30D | -42.4% | +10.2% | -52.7% | -42.5% |
| 3M | -43.0% | +16.1% | -59.2% | -43.9% |
| 6M | -44.5% | +32.1% | -76.6% | -51.1% |
| All | -22.6% | +20.9% | -43.5% | -27.7% |
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