-10.1%
ENB vs SONY
+17.9%
-28.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.6% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | +2.1% | +11.1% | -9.0% | +2.7% |
| 3M | -4.4% | +14.7% | -19.1% | -3.6% |
| 6M | -10.1% | +18.8% | -28.8% | -7.9% |
| All | -10.1% | +17.9% | -28.0% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling