+313.8%
ELF vs SONY
+282.3%
+31.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | +5.4% | -1.2% | +6.5% | +5.7% |
| 30D | +27.0% | +9.4% | +17.5% | +22.6% |
| 3M | +113.2% | +10.5% | +102.7% | +104.4% |
| 6M | +36.6% | +11.7% | +24.9% | +29.2% |
| YTD | +44.2% | -4.1% | +48.3% | +44.8% |
| 1Y | -18.0% | -11.8% | -6.2% | -15.0% |
| 3Y | -19.9% | +45.9% | -65.8% | -33.0% |
| 5Y | +257.7% | +16.3% | +241.4% | +222.2% |
| All | +313.8% | +282.3% | +31.6% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling