+1,344.7%
EME vs SONY
+293.1%
+1,051.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.8% |
| 7D | +3.5% | -2.7% | +6.2% | +4.4% |
| 30D | -6.3% | +1.5% | -7.9% | -7.0% |
| 3M | -3.8% | +13.0% | -16.8% | -8.5% |
| 6M | +8.5% | +11.2% | -2.7% | +3.4% |
| YTD | +27.8% | -6.6% | +34.4% | +29.0% |
| 1Y | +22.2% | -18.1% | +40.3% | +29.1% |
| 3Y | +253.5% | +42.1% | +211.4% | +198.1% |
| 5Y | +578.6% | +11.0% | +567.6% | +515.4% |
| All | +1,344.7% | +293.1% | +1,051.6% | +751.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling