-35.8%
EFX vs SONY
+9.6%
-45.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -4.5% | -2.7% | -1.9% | -3.4% |
| 30D | -6.1% | +1.5% | -7.6% | -6.7% |
| 3M | +6.2% | +13.0% | -6.8% | +0.7% |
| 6M | -11.2% | +11.2% | -22.4% | -15.8% |
| YTD | -21.4% | -6.6% | -14.8% | -19.7% |
| 1Y | -34.3% | -18.1% | -16.2% | -29.2% |
| 3Y | -12.5% | +42.1% | -54.6% | -29.4% |
| All | -35.8% | +9.6% | -45.4% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling