+102.0%
FTI vs SONY
-10.8%
+112.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +5.3% | -1.2% | +6.4% | +5.4% |
| 30D | +15.3% | +9.4% | +5.9% | +14.4% |
| 3M | +15.8% | +10.5% | +5.3% | +15.8% |
| 6M | +22.6% | +11.7% | +10.9% | +22.2% |
| YTD | +79.5% | -4.1% | +83.6% | +81.0% |
| 1Y | +102.0% | -11.8% | +113.8% | +105.6% |
| All | +102.0% | -10.8% | +112.8% | +105.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling