+11,386.8%
ENB vs SONY
+609.3%
+10,777.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | +2.1% | +11.1% | -9.0% | +0.2% |
| 3M | -4.4% | +14.7% | -19.1% | -6.8% |
| 6M | -10.1% | +18.8% | -28.8% | -13.0% |
| YTD | +5.2% | +5.7% | -0.6% | +3.5% |
| 1Y | +4.2% | -8.1% | +12.3% | +5.0% |
| 3Y | +70.1% | +64.0% | +6.1% | +52.6% |
| 5Y | +59.4% | +12.6% | +46.8% | +51.0% |
| 10Y | +109.5% | +373.8% | -264.3% | +55.1% |
| All | +11,386.8% | +609.3% | +10,777.5% | +7,057.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling