+24.0%
EIX vs SONY
+9.8%
+14.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +4.1% | -4.9% | +9.0% | +4.9% |
| 30D | -15.3% | -1.6% | -13.7% | -15.1% |
| 3M | -18.4% | +10.0% | -28.4% | -19.9% |
| 6M | -16.8% | +8.4% | -25.3% | -18.3% |
| YTD | -0.6% | -8.4% | +7.9% | +0.6% |
| 1Y | +10.7% | -18.4% | +29.0% | +14.1% |
| 3Y | -4.5% | +41.0% | -45.4% | -12.3% |
| 5Y | +24.0% | +9.3% | +14.8% | +12.4% |
| All | +24.0% | +9.8% | +14.2% | +12.4% |
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