+570.7%
EME vs SONY
+9.6%
+561.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.9% |
| 7D | +3.5% | -2.7% | +6.2% | +4.2% |
| 30D | -6.3% | +1.5% | -7.9% | -6.9% |
| 3M | -3.8% | +13.0% | -16.8% | -7.7% |
| 6M | +8.5% | +11.2% | -2.7% | +4.2% |
| YTD | +27.8% | -6.6% | +34.4% | +29.3% |
| 1Y | +22.2% | -18.1% | +40.3% | +28.7% |
| 3Y | +253.5% | +42.1% | +211.4% | +206.3% |
| All | +570.7% | +9.6% | +561.0% | +518.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling