+350.4%
ELF vs SONY
+321.2%
+29.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +7.8% | +6.1% | +1.8% | +5.3% |
| 30D | +9.3% | +12.2% | -2.9% | +4.4% |
| 3M | +21.2% | +15.3% | +5.8% | +14.3% |
| 6M | +96.1% | +34.3% | +61.8% | +72.6% |
| YTD | +57.0% | +5.7% | +51.3% | +51.4% |
| 1Y | +61.9% | -2.3% | +64.2% | +60.9% |
| 3Y | +20.0% | +67.1% | -47.1% | -4.6% |
| 5Y | +284.8% | +13.0% | +271.8% | +248.9% |
| 10Y | +364.2% | +372.1% | -7.9% | +176.8% |
| All | +350.4% | +321.2% | +29.2% | +172.1% |
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