-2.4%
ELV vs SONY
+42.2%
-44.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +5.2% |
| 7D | +2.8% | -2.7% | +5.4% | +3.1% |
| 30D | +4.9% | +1.5% | +3.4% | +4.7% |
| 3M | +4.9% | +13.0% | -8.1% | +3.2% |
| 6M | +45.1% | +11.2% | +33.9% | +42.8% |
| YTD | +20.7% | -6.6% | +27.3% | +21.5% |
| 1Y | +35.0% | -18.1% | +53.2% | +37.8% |
| 3Y | -2.4% | +42.1% | -44.5% | -7.5% |
| All | -2.4% | +42.2% | -44.7% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling