+61.1%
ENB vs SONY
+9.6%
+51.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -4.7% | -2.7% | -2.0% | -4.3% |
| 30D | -5.9% | +1.5% | -7.4% | -6.2% |
| 3M | -14.2% | +13.0% | -27.2% | -16.1% |
| 6M | -8.6% | +11.2% | -19.8% | -10.5% |
| YTD | +3.9% | -6.6% | +10.5% | +4.8% |
| 1Y | +1.8% | -18.1% | +19.9% | +5.0% |
| 3Y | +68.5% | +42.1% | +26.4% | +51.3% |
| All | +61.1% | +9.6% | +51.4% | +42.9% |
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 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