+297.3%
ESI vs SONY
+293.1%
+4.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -4.6% | -2.7% | -2.0% | -3.6% |
| 30D | -10.5% | +1.5% | -12.0% | -11.4% |
| 3M | -19.8% | +13.0% | -32.8% | -25.0% |
| 6M | +5.8% | +11.2% | -5.4% | -0.7% |
| YTD | +38.3% | -6.6% | +44.9% | +40.2% |
| 1Y | +31.5% | -18.1% | +49.6% | +41.2% |
| 3Y | +80.7% | +42.1% | +38.6% | +46.2% |
| 5Y | +69.4% | +11.0% | +58.4% | +51.2% |
| All | +297.3% | +293.1% | +4.2% | +108.4% |
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