+363.7%
SONY vs ES
+92.3%
+271.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +9.2% | +6.7% | +2.5% | +7.6% |
| 3M | +12.2% | +0.3% | +11.9% | +12.1% |
| 6M | +24.4% | +7.4% | +17.0% | +22.1% |
| YTD | +3.5% | +8.4% | -4.9% | +1.2% |
| 1Y | -9.2% | +0.6% | -9.8% | -9.9% |
| 3Y | +55.6% | +50.6% | +5.0% | +38.0% |
| 5Y | +12.0% | +4.8% | +7.1% | +8.2% |
| 10Y | +363.7% | +93.1% | +270.6% | +298.9% |
| All | +363.7% | +92.3% | +271.3% | +298.9% |
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