+11,892.0%
ENB vs SONY
+516.6%
+11,375.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.5% |
| 7D | -0.5% | -5.2% | +4.7% | +0.4% |
| 30D | -0.2% | +0.3% | -0.5% | -0.3% |
| 3M | -7.5% | +6.2% | -13.7% | -8.7% |
| 6M | -4.1% | +9.5% | -13.7% | -6.1% |
| YTD | +9.8% | -8.1% | +17.9% | +10.7% |
| 1Y | +8.7% | -17.9% | +26.6% | +11.5% |
| 3Y | +79.0% | +41.5% | +37.5% | +64.8% |
| 5Y | +69.1% | +11.8% | +57.3% | +60.4% |
| 10Y | +96.5% | +275.4% | -178.9% | +51.1% |
| All | +11,892.0% | +516.6% | +11,375.4% | +7,560.5% |
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