+77.8%
ESI vs SONY
+63.5%
+14.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.0% |
| 7D | +5.5% | +0.3% | +5.3% | +5.5% |
| 30D | -7.8% | +11.1% | -18.9% | -10.3% |
| 3M | -15.0% | +14.7% | -29.7% | -18.2% |
| 6M | -24.9% | +18.8% | -43.7% | -28.6% |
| YTD | +33.2% | +5.7% | +27.5% | +31.0% |
| 1Y | +24.9% | -8.1% | +33.0% | +28.8% |
| 3Y | +77.8% | +64.0% | +13.8% | +60.6% |
| All | +77.8% | +63.5% | +14.2% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling