+198.2%
ESI vs SONY
+633.4%
-435.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.3% |
| 7D | +5.5% | +0.3% | +5.3% | +5.4% |
| 30D | -7.8% | +11.1% | -18.9% | -12.2% |
| 3M | -15.0% | +14.7% | -29.7% | -20.5% |
| 6M | -24.9% | +18.8% | -43.7% | -31.5% |
| YTD | +33.2% | +5.7% | +27.5% | +27.2% |
| 1Y | +24.9% | -8.1% | +33.0% | +26.6% |
| 3Y | +77.8% | +64.0% | +13.8% | +36.8% |
| 5Y | +37.1% | +12.6% | +24.5% | +22.1% |
| 10Y | +320.5% | +373.8% | -53.3% | +103.4% |
| All | +198.2% | +633.4% | -435.1% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling