+245.2%
ELF vs SONY
+11.4%
+233.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -3.2% |
| 7D | -1.2% | -5.2% | +4.0% | +0.9% |
| 30D | +5.9% | +0.3% | +5.6% | +5.6% |
| 3M | +99.5% | +6.2% | +93.3% | +93.7% |
| 6M | +26.5% | +9.5% | +17.0% | +20.2% |
| YTD | +37.2% | -8.1% | +45.3% | +40.5% |
| 1Y | -24.4% | -17.9% | -6.5% | -18.7% |
| 3Y | -23.3% | +41.5% | -64.8% | -36.3% |
| 5Y | +245.2% | +11.8% | +233.3% | +231.5% |
| All | +245.2% | +11.4% | +233.8% | +231.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling