+277.7%
ELF vs SONY
+264.8%
+12.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -6.8% | -4.9% | -1.9% | -5.0% |
| 30D | +5.1% | -1.6% | +6.7% | +5.6% |
| 3M | +79.8% | +10.0% | +69.8% | +72.8% |
| 6M | +29.7% | +8.4% | +21.3% | +24.2% |
| YTD | +31.6% | -8.4% | +40.1% | +34.5% |
| 1Y | -27.9% | -18.4% | -9.6% | -23.0% |
| 3Y | -26.4% | +41.0% | -67.4% | -37.6% |
| 5Y | +235.6% | +9.3% | +226.3% | +209.5% |
| All | +277.7% | +264.8% | +12.8% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling