-2.2%
FRSH vs SONY
-10.8%
+8.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.2% |
| 7D | -8.2% | -1.2% | -7.0% | -7.8% |
| 30D | +10.5% | +9.4% | +1.1% | +7.4% |
| 3M | +32.7% | +10.5% | +22.3% | +27.6% |
| 6M | +50.3% | +11.7% | +38.6% | +44.8% |
| YTD | +3.9% | -4.1% | +8.0% | +2.7% |
| 1Y | -2.2% | -11.8% | +9.6% | -1.8% |
| All | -2.2% | -10.8% | +8.7% | -1.8% |
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