+89.2%
SONY vs FLR
+587.1%
-498.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | -4.9% | -3.1% | -1.8% | -4.3% |
| 30D | -1.6% | +4.9% | -6.5% | -2.7% |
| 3M | +10.0% | +10.8% | -0.8% | +6.4% |
| 6M | +8.4% | +19.7% | -11.2% | +2.5% |
| YTD | -8.4% | +38.4% | -46.8% | -16.5% |
| 1Y | -18.4% | +34.7% | -53.0% | -25.5% |
| 3Y | +41.0% | +56.7% | -15.7% | +18.5% |
| 5Y | +9.3% | +241.6% | -232.3% | -25.7% |
| 10Y | +281.7% | +20.2% | +261.5% | +178.8% |
| All | +89.2% | +587.1% | -498.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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