+1,582.2%
EL vs SONY
+511.2%
+1,071.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.4% |
| 7D | +0.8% | -1.2% | +2.0% | +1.1% |
| 30D | +19.8% | +9.4% | +10.4% | +16.9% |
| 3M | +25.7% | +10.5% | +15.2% | +22.0% |
| 6M | +5.4% | +11.7% | -6.2% | +1.7% |
| YTD | +0.2% | -4.1% | +4.3% | +0.6% |
| 1Y | +20.4% | -11.8% | +32.2% | +23.3% |
| 3Y | -32.1% | +45.9% | -78.0% | -40.0% |
| 5Y | -67.2% | +16.3% | -83.5% | -69.4% |
| 10Y | +31.7% | +297.6% | -265.9% | -9.7% |
| All | +1,582.2% | +511.2% | +1,071.0% | +742.6% |
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 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