-83.1%
FRMI vs SONY
-17.0%
-66.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | +7.4% | -2.7% | +10.1% | +7.5% |
| 30D | -27.6% | +1.5% | -29.2% | -28.1% |
| 3M | -20.9% | +13.0% | -33.9% | -24.5% |
| 6M | -36.6% | +11.2% | -47.8% | -40.3% |
| YTD | -31.3% | -6.6% | -24.6% | -32.1% |
| All | -83.1% | -17.0% | -66.1% | -82.3% |
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