+152.1%
ECL vs SONY
+286.8%
-134.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -2.6% | -5.8% | +3.1% | -0.9% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | +6.0% | +13.3% | -7.3% | +1.6% |
| 6M | -3.0% | +8.5% | -11.4% | -6.1% |
| YTD | +4.0% | -8.1% | +12.1% | +5.9% |
| 1Y | +2.0% | -17.9% | +19.9% | +7.1% |
| 3Y | +53.9% | +41.4% | +12.5% | +31.6% |
| 5Y | +27.1% | +9.3% | +17.9% | +16.7% |
| All | +152.1% | +286.8% | -134.7% | +68.1% |
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