+1,148.0%
EIX vs SONY
+609.3%
+538.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.5% | +11.1% | -2.6% | +6.5% |
| 3M | -13.5% | +14.7% | -28.1% | -15.6% |
| 6M | -12.4% | +18.8% | -31.1% | -15.3% |
| YTD | +5.9% | +5.7% | +0.2% | +4.2% |
| 1Y | +7.6% | -8.1% | +15.6% | +8.4% |
| 3Y | +12.8% | +64.0% | -51.2% | +1.5% |
| 5Y | +19.2% | +12.6% | +6.6% | +13.1% |
| 10Y | +34.9% | +373.8% | -339.0% | -1.9% |
| All | +1,148.0% | +609.3% | +538.6% | +660.4% |
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 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