+213.9%
FXI vs SONY
+295.7%
-81.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -0.5% |
| 7D | -1.0% | -5.2% | +4.2% | +1.4% |
| 30D | -3.2% | +0.3% | -3.5% | -3.5% |
| 3M | +1.7% | +6.2% | -4.5% | -1.8% |
| 6M | -1.6% | +9.5% | -11.1% | -6.6% |
| YTD | -7.9% | -8.1% | +0.2% | -5.6% |
| 1Y | -9.6% | -17.9% | +8.3% | -2.9% |
| 3Y | +40.5% | +41.5% | -1.1% | +12.5% |
| 5Y | -6.2% | +11.8% | -18.1% | -17.7% |
| 10Y | +14.2% | +275.4% | -261.3% | -48.1% |
| All | +213.9% | +295.7% | -81.8% | +18.0% |
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