+35.1%
ELV vs SONY
-10.8%
+45.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | +3.3% | -1.2% | +4.5% | +3.5% |
| 30D | +4.2% | +9.4% | -5.3% | +2.8% |
| 3M | -0.1% | +10.5% | -10.6% | -1.3% |
| 6M | +41.3% | +11.7% | +29.6% | +39.0% |
| YTD | +17.4% | -4.1% | +21.5% | +19.8% |
| 1Y | +35.1% | -11.8% | +46.8% | +41.2% |
| All | +35.1% | -10.8% | +45.9% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling