+274.4%
ELF vs SONY
+11.6%
+262.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.5% |
| 7D | +4.0% | +6.7% | -2.7% | +1.2% |
| 30D | +10.6% | +14.8% | -4.2% | +4.5% |
| 3M | +25.8% | +16.9% | +8.9% | +17.7% |
| 6M | +89.1% | +30.2% | +58.8% | +67.1% |
| YTD | +52.7% | +5.5% | +47.3% | +47.7% |
| 1Y | +51.7% | -4.6% | +56.3% | +53.2% |
| 3Y | +14.2% | +57.2% | -43.0% | -9.2% |
| All | +274.4% | +11.6% | +262.8% | +253.5% |
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