-9.2%
SONY vs ES
+1.2%
-10.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.7% |
| 3M | +12.2% | +0.3% | +11.9% | +11.8% |
| 6M | +24.4% | +7.4% | +17.0% | +21.9% |
| YTD | +3.5% | +8.4% | -4.9% | +1.4% |
| 1Y | -9.2% | +0.6% | -9.8% | -10.5% |
| All | -9.2% | +1.2% | -10.4% | -10.5% |
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 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