+9.4%
ENB vs SONY
-6.4%
+15.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | +0.5% | +2.9% | -2.4% | +0.4% |
| 30D | +6.0% | +10.2% | -4.3% | +5.7% |
| 3M | -7.4% | +16.1% | -23.5% | -7.8% |
| 6M | -8.5% | +32.1% | -40.6% | -9.7% |
| YTD | +6.1% | +1.4% | +4.7% | +7.2% |
| 1Y | +9.4% | -7.0% | +16.4% | +10.9% |
| All | +9.4% | -6.4% | +15.8% | +10.9% |
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