-65.3%
EL vs SONY
+12.1%
-77.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | +10.0% | +11.1% | -1.1% | +5.2% |
| 3M | +28.4% | +14.7% | +13.8% | +21.1% |
| 6M | +37.1% | +18.8% | +18.3% | +26.5% |
| YTD | +7.8% | +5.7% | +2.1% | +4.3% |
| 1Y | +26.0% | -8.1% | +34.1% | +29.4% |
| 3Y | +3.8% | +64.0% | -60.2% | -21.2% |
| All | -65.3% | +12.1% | -77.4% | -68.9% |
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 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