-75.0%
FRSH vs SONY
+6.4%
-81.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -11.2% | -5.8% | -5.4% | -7.8% |
| 30D | -0.8% | -0.4% | -0.5% | -0.6% |
| 3M | +26.4% | +13.3% | +13.1% | +16.9% |
| 6M | +48.4% | +8.5% | +39.9% | +39.6% |
| YTD | -3.1% | -8.1% | +5.0% | +0.9% |
| 1Y | -8.7% | -17.9% | +9.2% | +1.4% |
| 3Y | -45.8% | +41.4% | -87.2% | -61.9% |
| All | -75.0% | +6.4% | -81.4% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling