-10.4%
FSLY vs SONY
+129.5%
-139.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +7.8% |
| 7D | +3.5% | -5.2% | +8.6% | +7.8% |
| 30D | -6.4% | +0.3% | -6.7% | -7.1% |
| 3M | +10.9% | +6.2% | +4.7% | +3.5% |
| 6M | +6.7% | +9.5% | -2.8% | -1.4% |
| YTD | +111.1% | -8.1% | +119.2% | +123.9% |
| 1Y | +185.8% | -17.9% | +203.7% | +231.3% |
| 3Y | -6.6% | +41.5% | -48.1% | -39.5% |
| 5Y | -52.4% | +11.8% | -64.2% | -60.1% |
| All | -10.4% | +129.5% | -139.9% | -64.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling