+121.4%
ETR vs SONY
+9.6%
+111.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -1.8% | -2.7% | +0.9% | -1.5% |
| 30D | -1.8% | +1.5% | -3.3% | -2.0% |
| 3M | -3.6% | +13.0% | -16.6% | -5.1% |
| 6M | +2.6% | +11.2% | -8.6% | +1.0% |
| YTD | +16.0% | -6.6% | +22.7% | +16.7% |
| 1Y | +20.1% | -18.1% | +38.3% | +22.7% |
| 3Y | +143.6% | +42.1% | +101.5% | +131.3% |
| All | +121.4% | +9.6% | +111.7% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling