-3.3%
SONY vs FGI
+45.3%
-48.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +6.1% | -1.4% | +7.5% | +6.1% |
| 30D | +12.2% | -3.2% | +15.4% | +12.2% |
| 3M | +15.3% | +64.1% | -48.8% | +14.7% |
| 6M | +34.3% | +17.2% | +17.1% | +33.8% |
| YTD | +5.7% | +31.6% | -25.9% | +3.1% |
| All | -3.3% | +45.3% | -48.6% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling