+68.6%
ESI vs SONY
+8.8%
+59.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -2.3% | -5.8% | +3.5% | -0.1% |
| 30D | -9.0% | -0.4% | -8.7% | -9.2% |
| 3M | -13.3% | +13.3% | -26.5% | -18.7% |
| 6M | +5.3% | +8.5% | -3.2% | +0.1% |
| YTD | +37.6% | -8.1% | +45.7% | +40.9% |
| 1Y | +33.6% | -17.9% | +51.5% | +43.7% |
| 3Y | +75.8% | +41.4% | +34.3% | +41.8% |
| 5Y | +68.6% | +9.3% | +59.3% | +53.2% |
| All | +68.6% | +8.8% | +59.8% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling