+9.5%
SONY vs FGI
-69.8%
+79.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.2% |
| 7D | -5.2% | +5.2% | -10.3% | -5.2% |
| 30D | +0.3% | +65.2% | -64.9% | -0.7% |
| 3M | +6.2% | +30.2% | -23.9% | +5.4% |
| 6M | +9.5% | +87.8% | -78.3% | +7.2% |
| YTD | -8.1% | +32.5% | -40.5% | -9.6% |
| 1Y | -17.9% | +93.6% | -111.5% | -20.5% |
| 3Y | +41.5% | -2.6% | +44.1% | +37.6% |
| All | +9.5% | -69.8% | +79.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling