+22.3%
EL vs SONY
-6.4%
+28.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.8% |
| 7D | +2.5% | +2.9% | -0.4% | +1.8% |
| 30D | +20.1% | +10.2% | +9.8% | +17.5% |
| 3M | +29.3% | +16.1% | +13.2% | +24.9% |
| 6M | +38.8% | +32.1% | +6.6% | +26.9% |
| YTD | +8.1% | +1.4% | +6.7% | +7.6% |
| 1Y | +22.3% | -7.0% | +29.4% | +24.6% |
| All | +22.3% | -6.4% | +28.7% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling