+202.3%
ECL vs SONY
+373.2%
-170.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +7.5% | +11.1% | -3.6% | +3.9% |
| 3M | +12.2% | +14.7% | -2.4% | +7.3% |
| 6M | +24.6% | +18.8% | +5.8% | +17.3% |
| YTD | +18.8% | +5.7% | +13.0% | +15.6% |
| 1Y | +19.3% | -8.1% | +27.4% | +21.3% |
| 3Y | +78.2% | +64.0% | +14.2% | +45.5% |
| 5Y | +38.8% | +12.6% | +26.2% | +26.7% |
| All | +202.3% | +373.2% | -170.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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