+14,202.8%
ECL vs SONY
+609.3%
+13,593.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +7.5% | +11.1% | -3.6% | +4.9% |
| 3M | +12.2% | +14.7% | -2.4% | +8.6% |
| 6M | +24.6% | +18.8% | +5.8% | +19.2% |
| YTD | +18.8% | +5.7% | +13.0% | +16.4% |
| 1Y | +19.3% | -8.1% | +27.4% | +20.6% |
| 3Y | +78.2% | +64.0% | +14.2% | +55.4% |
| 5Y | +38.8% | +12.6% | +26.2% | +30.4% |
| 10Y | +197.8% | +373.8% | -176.0% | +101.4% |
| All | +14,202.8% | +609.3% | +13,593.5% | +7,369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling