-3.2%
FSLY vs SONY
+39.5%
-42.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | +11.2% | -4.9% | +16.1% | +13.8% |
| 30D | -18.2% | -1.6% | -16.6% | -17.9% |
| 3M | +21.9% | +10.0% | +11.9% | +14.8% |
| 6M | +4.0% | +8.4% | -4.4% | -0.4% |
| YTD | +123.1% | -8.4% | +131.5% | +129.2% |
| 1Y | +196.9% | -18.4% | +215.2% | +221.4% |
| All | -3.2% | +39.5% | -42.7% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling