-30.7%
FRMI vs SONY
+11.0%
-41.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.3% |
| 7D | +15.9% | -4.9% | +20.8% | +14.4% |
| 30D | -6.0% | -1.6% | -4.4% | -6.5% |
| 3M | -1.6% | +10.0% | -11.6% | -3.3% |
| 6M | -30.7% | +8.4% | -39.1% | -31.7% |
| All | -30.7% | +11.0% | -41.7% | -31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling