+355.7%
SONY vs FDS
+9,502.8%
-9,147.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.6% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | +9.4% | +9.0% | +0.4% | +6.6% |
| 3M | +10.5% | +18.9% | -8.4% | +4.4% |
| 6M | +11.7% | +35.1% | -23.4% | +0.6% |
| YTD | -4.1% | +5.5% | -9.6% | -7.8% |
| 1Y | -11.8% | -16.8% | +5.0% | -10.0% |
| 3Y | +45.9% | -28.1% | +74.0% | +54.2% |
| 5Y | +16.3% | -17.4% | +33.7% | +16.8% |
| 10Y | +297.6% | +85.4% | +212.2% | +209.8% |
| All | +355.7% | +9,502.8% | -9,147.1% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling