+281.7%
SONY vs ES
+83.1%
+198.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -1.6% | -1.0% | -0.6% | -1.4% |
| 3M | +10.0% | +1.5% | +8.5% | +9.5% |
| 6M | +8.4% | -3.5% | +11.9% | +9.0% |
| YTD | -8.4% | +7.0% | -15.4% | -10.2% |
| 1Y | -18.4% | +15.3% | -33.7% | -21.7% |
| 3Y | +41.0% | +30.2% | +10.8% | +29.5% |
| 5Y | +9.3% | -4.3% | +13.6% | +8.0% |
| 10Y | +281.7% | +87.5% | +194.2% | +226.5% |
| All | +281.7% | +83.1% | +198.6% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling