+6,127.5%
EFX vs SONY
+514.2%
+5,613.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -9.4% | -4.9% | -4.5% | -8.1% |
| 30D | -6.9% | -1.6% | -5.3% | -6.5% |
| 3M | +0.1% | +10.0% | -9.9% | -2.4% |
| 6M | -17.3% | +8.4% | -25.7% | -19.4% |
| YTD | -21.8% | -8.4% | -13.4% | -20.4% |
| 1Y | -32.5% | -18.4% | -14.2% | -29.4% |
| 3Y | -12.3% | +41.0% | -53.3% | -21.2% |
| 5Y | -36.6% | +9.3% | -45.9% | -39.6% |
| 10Y | +41.0% | +281.7% | -240.7% | -2.7% |
| All | +6,127.5% | +514.2% | +5,613.3% | +3,111.3% |
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