-60.8%
EOSE vs SONY
+46.0%
-106.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -2.2% |
| 7D | +1.8% | -2.7% | +4.5% | +3.4% |
| 30D | -6.8% | +1.5% | -8.4% | -8.9% |
| 3M | -36.3% | +13.0% | -49.3% | -44.0% |
| 6M | -38.8% | +11.2% | -50.0% | -45.1% |
| YTD | -65.5% | -6.6% | -58.9% | -65.6% |
| 1Y | -45.3% | -18.1% | -27.2% | -39.5% |
| 3Y | +44.2% | +42.1% | +2.1% | -11.8% |
| 5Y | -69.5% | +11.0% | -80.5% | -75.4% |
| All | -60.8% | +46.0% | -106.8% | -68.4% |
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