+19.6%
EIX vs SONY
+286.8%
-267.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.8% | -5.8% | +6.6% | +2.0% |
| 30D | -18.8% | -0.4% | -18.4% | -18.8% |
| 3M | -19.7% | +13.3% | -33.0% | -22.0% |
| 6M | -18.2% | +8.5% | -26.7% | -20.1% |
| YTD | -1.7% | -8.1% | +6.4% | -0.6% |
| 1Y | +7.8% | -17.9% | +25.7% | +11.5% |
| 3Y | -5.6% | +41.4% | -47.1% | -15.0% |
| 5Y | +23.7% | +9.3% | +14.4% | +15.4% |
| All | +19.6% | +286.8% | -267.3% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling