-18.1%
SONY vs ES
+11.9%
-30.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -2.7% | -3.6% | +0.9% | -2.2% |
| 30D | +1.5% | -4.2% | +5.8% | +2.1% |
| 3M | +13.0% | +0.1% | +12.9% | +12.9% |
| 6M | +11.2% | -6.2% | +17.4% | +11.8% |
| YTD | -6.6% | +4.1% | -10.7% | -7.4% |
| 1Y | -18.1% | +10.2% | -28.3% | -18.1% |
| All | -18.1% | +11.9% | -30.1% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling