+357.2%
ELF vs SONY
+366.6%
-9.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +6.3% | +5.2% | +1.1% | +4.1% |
| 30D | +8.5% | +10.7% | -2.2% | +4.2% |
| 3M | +24.4% | +12.1% | +12.3% | +18.6% |
| 6M | +94.7% | +32.6% | +62.2% | +72.2% |
| YTD | +55.9% | +4.3% | +51.5% | +51.1% |
| 1Y | +48.4% | -4.5% | +52.9% | +48.8% |
| 3Y | +24.6% | +56.9% | -32.3% | +1.6% |
| 5Y | +285.0% | +12.5% | +272.6% | +249.7% |
| 10Y | +357.2% | +371.7% | -14.5% | +173.9% |
| All | +357.2% | +366.6% | -9.4% | +173.9% |
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 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