+12,727.7%
ECL vs SONY
+516.6%
+12,211.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.5% |
| 7D | -0.8% | -5.2% | +4.4% | +0.4% |
| 30D | -2.5% | +0.3% | -2.8% | -2.6% |
| 3M | +8.3% | +6.2% | +2.1% | +6.6% |
| 6M | -1.1% | +9.5% | -10.6% | -3.6% |
| YTD | +6.5% | -8.1% | +14.6% | +7.9% |
| 1Y | +2.1% | -17.9% | +20.0% | +5.8% |
| 3Y | +57.6% | +41.5% | +16.1% | +42.1% |
| 5Y | +28.1% | +11.8% | +16.2% | +20.6% |
| 10Y | +153.2% | +275.4% | -122.2% | +80.3% |
| All | +12,727.7% | +516.6% | +12,211.1% | +6,823.3% |
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