+222.6%
ESI vs SONY
+535.0%
-312.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +3.9% | -4.9% | +8.8% | +6.0% |
| 30D | -3.8% | -1.6% | -2.2% | -3.4% |
| 3M | -13.1% | +10.0% | -23.1% | -17.5% |
| 6M | +11.3% | +8.4% | +2.9% | +5.9% |
| YTD | +44.1% | -8.4% | +52.5% | +47.1% |
| 1Y | +40.3% | -18.4% | +58.7% | +50.1% |
| 3Y | +84.1% | +41.0% | +43.1% | +51.5% |
| 5Y | +75.8% | +9.3% | +66.5% | +59.3% |
| 10Y | +320.7% | +281.7% | +39.0% | +123.1% |
| All | +222.6% | +535.0% | -312.5% | +47.0% |
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