-84.3%
FRMI vs SONY
-14.7%
-69.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +5.5% |
| 7D | +2.4% | -1.2% | +3.6% | +2.5% |
| 30D | -17.3% | +9.4% | -26.7% | -18.7% |
| 3M | -17.2% | +10.5% | -27.6% | -18.8% |
| 6M | -43.4% | +11.7% | -55.0% | -46.1% |
| YTD | -36.0% | -4.1% | -31.9% | -36.8% |
| All | -84.3% | -14.7% | -69.6% | -83.5% |
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