+402.3%
SONY vs FDS
+10,480.1%
-10,077.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +0.3% | +1.5% | -1.2% | -0.2% |
| 30D | +11.1% | +14.8% | -3.7% | +6.7% |
| 3M | +14.7% | +16.3% | -1.6% | +9.2% |
| 6M | +18.8% | +66.2% | -47.5% | +1.3% |
| YTD | +5.7% | +16.2% | -10.5% | -1.6% |
| 1Y | -8.1% | +21.8% | -29.9% | -15.9% |
| 3Y | +64.0% | -23.9% | +87.9% | +70.0% |
| 5Y | +12.6% | -23.1% | +35.8% | +15.3% |
| 10Y | +373.8% | +128.7% | +245.1% | +247.2% |
| All | +402.3% | +10,480.1% | -10,077.8% | +86.6% |
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