+14.3%
SONY vs FGI
-70.4%
+84.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | +9.4% | +65.4% | -56.0% | +8.4% |
| 3M | +10.5% | +23.5% | -13.0% | +9.7% |
| 6M | +11.7% | +60.5% | -48.8% | +9.6% |
| YTD | -4.1% | +30.0% | -34.1% | -5.7% |
| 1Y | -11.8% | +82.1% | -93.8% | -14.5% |
| 3Y | +45.9% | -4.4% | +50.3% | +41.8% |
| All | +14.3% | -70.4% | +84.6% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling