+295.8%
FTI vs SONY
+293.1%
+2.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | -4.4% | -2.7% | -1.7% | -3.3% |
| 30D | +1.5% | +1.5% | 0.0% | +0.7% |
| 3M | +8.2% | +13.0% | -4.8% | +2.1% |
| 6M | +18.8% | +11.2% | +7.6% | +12.2% |
| YTD | +71.7% | -6.6% | +78.3% | +74.5% |
| 1Y | +90.0% | -18.1% | +108.2% | +103.5% |
| 3Y | +270.5% | +42.1% | +228.4% | +197.7% |
| 5Y | +1,084.5% | +11.0% | +1,073.5% | +949.3% |
| All | +295.8% | +293.1% | +2.7% | +115.5% |
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