+19,880.1%
ETN vs SONY
+516.3%
+19,363.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +3.0% | -5.8% | +8.8% | +4.7% |
| 30D | -10.9% | -0.4% | -10.5% | -11.0% |
| 3M | +9.2% | +13.3% | -4.1% | +4.5% |
| 6M | +13.9% | +8.5% | +5.4% | +10.2% |
| YTD | +29.5% | -8.1% | +37.7% | +31.3% |
| 1Y | +14.2% | -17.9% | +32.1% | +19.3% |
| 3Y | +79.9% | +41.4% | +38.4% | +58.6% |
| 5Y | +175.7% | +9.3% | +166.4% | +158.5% |
| 10Y | +693.2% | +283.0% | +410.2% | +419.2% |
| All | +19,880.1% | +516.3% | +19,363.7% | +10,224.8% |
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