+318.4%
SONY vs EFV
+256.4%
+62.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.6% |
| 7D | -5.2% | +1.0% | -6.1% | -5.9% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | +6.2% | +9.6% | -3.4% | -2.2% |
| 6M | +9.5% | +14.0% | -4.5% | -2.6% |
| YTD | -8.1% | +18.5% | -26.5% | -21.0% |
| 1Y | -17.9% | +27.9% | -45.8% | -34.0% |
| 3Y | +41.5% | +92.4% | -50.9% | -20.3% |
| 5Y | +11.8% | +97.2% | -85.3% | -38.4% |
| 10Y | +275.4% | +163.0% | +112.4% | +57.3% |
| All | +318.4% | +256.4% | +62.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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