+52.8%
ECL vs SONY
+39.5%
+13.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -2.7% | -4.9% | +2.2% | -1.9% |
| 30D | -4.3% | -1.6% | -2.7% | -4.1% |
| 3M | +3.2% | +10.0% | -6.8% | +1.2% |
| 6M | -2.9% | +8.4% | -11.3% | -4.8% |
| YTD | +4.3% | -8.4% | +12.7% | +5.4% |
| 1Y | +1.6% | -18.4% | +20.0% | +4.8% |
| All | +52.8% | +39.5% | +13.3% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling