+548.9%
SONY vs ES
+1,243.3%
-694.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +9.4% | -2.0% | +11.4% | +10.0% |
| 3M | +10.5% | +1.7% | +8.8% | +9.8% |
| 6M | +11.7% | -3.5% | +15.2% | +12.5% |
| YTD | -4.1% | +7.9% | -12.0% | -6.4% |
| 1Y | -11.8% | +17.2% | -28.9% | -16.3% |
| 3Y | +45.9% | +29.3% | +16.6% | +32.4% |
| 5Y | +16.3% | -5.7% | +22.0% | +14.3% |
| 10Y | +297.6% | +85.2% | +212.4% | +210.7% |
| All | +548.9% | +1,243.3% | -694.3% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling