+19.4%
ETN vs SONY
-16.9%
+36.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.8% |
| 7D | +3.5% | -2.7% | +6.2% | +3.8% |
| 30D | -7.5% | +1.5% | -9.0% | -7.9% |
| 3M | +8.3% | +13.0% | -4.7% | +5.7% |
| 6M | +20.2% | +11.2% | +9.0% | +16.8% |
| YTD | +34.7% | -6.6% | +41.3% | +36.7% |
| 1Y | +19.4% | -18.1% | +37.6% | +26.0% |
| All | +19.4% | -16.9% | +36.4% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling