-48.4%
FSLY vs SONY
+8.4%
-56.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.0% |
| 7D | +11.2% | -4.9% | +16.1% | +15.4% |
| 30D | -18.2% | -1.6% | -16.6% | -17.7% |
| 3M | +21.9% | +10.0% | +11.9% | +10.8% |
| 6M | +4.0% | +8.4% | -4.4% | -2.9% |
| YTD | +123.1% | -8.4% | +131.5% | +136.8% |
| 1Y | +196.9% | -18.4% | +215.2% | +244.2% |
| 3Y | -1.3% | +41.0% | -42.2% | -37.2% |
| All | -48.4% | +8.4% | -56.8% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling