-3.5%
FSLY vs SONY
+133.1%
-136.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.7% |
| 7D | +12.5% | -2.7% | +15.2% | +14.7% |
| 30D | -18.8% | +1.5% | -20.4% | -20.4% |
| 3M | +22.7% | +13.0% | +9.7% | +8.7% |
| 6M | -3.7% | +11.2% | -14.9% | -12.1% |
| YTD | +127.5% | -6.6% | +134.1% | +138.2% |
| 1Y | +193.5% | -18.1% | +211.7% | +240.9% |
| 3Y | -1.3% | +42.1% | -43.4% | -36.2% |
| 5Y | -47.3% | +11.0% | -58.4% | -55.5% |
| All | -3.5% | +133.1% | -136.6% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling