+70.1%
ENB vs SONY
+63.5%
+6.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | +2.1% | +11.1% | -9.0% | +1.5% |
| 3M | -4.4% | +14.7% | -19.1% | -5.3% |
| 6M | -10.1% | +18.8% | -28.8% | -11.0% |
| YTD | +5.2% | +5.7% | -0.6% | +4.9% |
| 1Y | +4.2% | -8.1% | +12.3% | +5.0% |
| 3Y | +70.1% | +64.0% | +6.1% | +70.4% |
| All | +70.1% | +63.5% | +6.6% | +70.4% |
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