+114.2%
SONY vs ESTC
+19.3%
+95.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.9% |
| 7D | -5.8% | -13.2% | +7.4% | -3.5% |
| 30D | -0.4% | +9.3% | -9.7% | -2.4% |
| 3M | +13.3% | +37.3% | -24.1% | +6.6% |
| 6M | +8.5% | +61.0% | -52.5% | -1.4% |
| YTD | -8.1% | +10.7% | -18.8% | -11.5% |
| 1Y | -17.9% | -7.2% | -10.7% | -19.0% |
| 3Y | +41.4% | +7.2% | +34.3% | +27.4% |
| 5Y | +9.3% | -47.7% | +57.0% | +6.6% |
| All | +114.2% | +19.3% | +95.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling