+88.5%
ENB vs SONY
+293.1%
-204.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -4.7% | -2.7% | -2.0% | -4.1% |
| 30D | -5.9% | +1.5% | -7.4% | -6.3% |
| 3M | -14.2% | +13.0% | -27.2% | -17.1% |
| 6M | -8.6% | +11.2% | -19.8% | -11.5% |
| YTD | +3.9% | -6.6% | +10.5% | +4.9% |
| 1Y | +1.8% | -18.1% | +19.9% | +6.0% |
| 3Y | +68.5% | +42.1% | +26.4% | +46.6% |
| 5Y | +62.4% | +11.0% | +51.4% | +48.4% |
| All | +88.5% | +293.1% | -204.5% | +22.7% |
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