-28.8%
ELF vs SONY
-18.6%
-10.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.4% |
| 7D | -10.8% | -5.8% | -5.1% | -9.6% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | +64.8% | +13.3% | +51.5% | +59.5% |
| 6M | +19.0% | +8.5% | +10.5% | +15.5% |
| YTD | +25.9% | -8.1% | +34.1% | +30.6% |
| 1Y | -28.8% | -17.9% | -10.9% | -19.9% |
| All | -28.8% | -18.6% | -10.2% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling