+57.2%
SONY vs FGI
+1.5%
+55.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | +6.7% | -7.0% | +13.7% | +6.7% |
| 30D | +14.8% | -4.2% | +19.0% | +14.8% |
| 3M | +16.9% | +55.6% | -38.7% | +16.8% |
| 6M | +30.2% | -3.2% | +33.4% | +30.2% |
| YTD | +5.5% | +29.1% | -23.7% | +5.1% |
| 1Y | -4.6% | +51.0% | -55.5% | -4.8% |
| 3Y | +57.2% | +1.5% | +55.7% | +60.3% |
| All | +57.2% | +1.5% | +55.7% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling