+782.9%
ENTG vs SONY
+293.1%
+489.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.2% |
| 7D | +1.2% | -2.7% | +3.9% | +2.8% |
| 30D | -12.9% | +1.5% | -14.4% | -14.2% |
| 3M | -3.1% | +13.0% | -16.1% | -13.0% |
| 6M | +21.0% | +11.2% | +9.8% | +9.2% |
| YTD | +67.0% | -6.6% | +73.6% | +69.2% |
| 1Y | +68.6% | -18.1% | +86.8% | +86.8% |
| 3Y | +48.6% | +42.1% | +6.6% | +10.8% |
| 5Y | +18.6% | +11.0% | +7.6% | +3.5% |
| All | +782.9% | +293.1% | +489.9% | +283.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling