+1,459.4%
ET vs SONY
+182.9%
+1,276.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.3% |
| 7D | +0.4% | -5.2% | +5.6% | +2.0% |
| 30D | +6.9% | +0.3% | +6.6% | +6.6% |
| 3M | +13.1% | +6.2% | +6.9% | +10.4% |
| 6M | +18.7% | +9.5% | +9.2% | +14.2% |
| YTD | +37.4% | -8.1% | +45.5% | +39.4% |
| 1Y | +34.8% | -17.9% | +52.7% | +41.1% |
| 3Y | +96.8% | +41.5% | +55.3% | +69.1% |
| 5Y | +238.2% | +11.8% | +226.4% | +207.3% |
| 10Y | +159.4% | +275.4% | -116.0% | +54.6% |
| All | +1,459.4% | +182.9% | +1,276.5% | +667.8% |
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