+851.2%
EEM vs SONY
+338.2%
+513.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +2.0% | -4.9% | +6.9% | +4.2% |
| 30D | +5.1% | -1.6% | +6.7% | +5.6% |
| 3M | +4.6% | +10.0% | -5.4% | -0.7% |
| 6M | +17.8% | +8.4% | +9.4% | +12.1% |
| YTD | +25.8% | -8.4% | +34.3% | +28.9% |
| 1Y | +36.4% | -18.4% | +54.8% | +46.3% |
| 3Y | +90.0% | +41.0% | +49.0% | +53.1% |
| 5Y | +46.6% | +9.3% | +37.3% | +29.4% |
| 10Y | +132.3% | +281.7% | -149.4% | +5.9% |
| All | +851.2% | +338.2% | +513.0% | +241.7% |
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