+92.5%
FTV vs SONY
+323.1%
-230.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.6% |
| 7D | -0.4% | -5.2% | +4.8% | +1.4% |
| 30D | -8.3% | +0.3% | -8.6% | -8.5% |
| 3M | -7.4% | +6.2% | -13.6% | -9.7% |
| 6M | -1.2% | +9.5% | -10.8% | -5.1% |
| YTD | +2.7% | -8.1% | +10.8% | +4.7% |
| 1Y | +18.4% | -17.9% | +36.4% | +25.1% |
| 3Y | -2.0% | +41.5% | -43.5% | -16.6% |
| 5Y | +3.4% | +11.8% | -8.4% | -6.3% |
| 10Y | +78.5% | +275.4% | -196.9% | +16.1% |
| All | +92.5% | +323.1% | -230.6% | +24.5% |
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 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