+2,102.5%
FTI vs SONY
+96.8%
+2,005.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.3% | -4.9% | +2.6% | -0.3% |
| 30D | +5.0% | -1.6% | +6.6% | +5.6% |
| 3M | +13.8% | +10.0% | +3.8% | +8.5% |
| 6M | +22.9% | +8.4% | +14.5% | +17.2% |
| YTD | +75.0% | -8.4% | +83.4% | +78.7% |
| 1Y | +96.9% | -18.4% | +115.2% | +109.8% |
| 3Y | +276.7% | +41.0% | +235.8% | +208.0% |
| 5Y | +1,157.0% | +9.3% | +1,147.7% | +1,022.9% |
| 10Y | +310.7% | +281.7% | +29.0% | +109.2% |
| All | +2,102.5% | +96.8% | +2,005.6% | +816.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling