+39.9%
SONY vs FDS
-30.3%
+70.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -3.5% |
| 7D | -5.2% | -5.4% | +0.2% | -4.3% |
| 30D | +0.3% | +1.6% | -1.3% | 0.0% |
| 3M | +6.2% | +17.7% | -11.5% | +3.3% |
| 6M | +9.5% | +29.1% | -19.5% | +4.7% |
| YTD | -8.1% | +1.0% | -9.1% | -8.0% |
| 1Y | -17.9% | -21.6% | +3.7% | -11.9% |
| All | +39.9% | -30.3% | +70.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling