+1,710.0%
EL vs SONY
+573.6%
+1,136.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.7% |
| 7D | +1.5% | +0.3% | +1.3% | +1.5% |
| 30D | +10.0% | +11.1% | -1.1% | +6.8% |
| 3M | +28.4% | +14.7% | +13.8% | +23.6% |
| 6M | +37.1% | +18.8% | +18.3% | +30.1% |
| YTD | +7.8% | +5.7% | +2.1% | +5.3% |
| 1Y | +26.0% | -8.1% | +34.1% | +27.7% |
| 3Y | +3.8% | +64.0% | -60.2% | -10.9% |
| 5Y | -65.2% | +12.6% | -77.8% | -67.3% |
| 10Y | +62.1% | +373.8% | -311.7% | +6.3% |
| All | +1,710.0% | +573.6% | +1,136.4% | +782.1% |
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