+20.0%
ELF vs SONY
+59.5%
-39.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +7.8% | +6.1% | +1.8% | +5.6% |
| 30D | +9.3% | +12.2% | -2.9% | +5.1% |
| 3M | +21.2% | +15.3% | +5.8% | +15.2% |
| 6M | +96.1% | +34.3% | +61.8% | +74.6% |
| YTD | +57.0% | +5.7% | +51.3% | +53.3% |
| 1Y | +61.9% | -2.3% | +64.2% | +63.1% |
| 3Y | +20.0% | +67.1% | -47.1% | +6.3% |
| All | +20.0% | +59.5% | -39.5% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling