-1.9%
FTV vs SONY
+8.8%
-10.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | -5.2% | -5.8% | +0.6% | -3.4% |
| 30D | -11.5% | -0.4% | -11.1% | -11.5% |
| 3M | -9.0% | +13.3% | -22.3% | -13.1% |
| 6M | -2.0% | +8.5% | -10.5% | -5.4% |
| YTD | -0.9% | -8.1% | +7.2% | +1.2% |
| 1Y | +14.8% | -17.9% | +32.7% | +21.6% |
| 3Y | -5.5% | +41.4% | -47.0% | -20.2% |
| 5Y | -1.9% | +9.3% | -11.1% | -12.8% |
| All | -1.9% | +8.8% | -10.6% | -12.8% |
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