+51.1%
NEM vs SONY
-6.4%
+57.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.0% |
| 7D | +3.7% | +2.9% | +0.8% | +2.6% |
| 30D | +2.0% | +10.2% | -8.3% | -2.1% |
| 3M | +21.1% | +16.1% | +5.0% | +13.4% |
| 6M | +9.5% | +32.1% | -22.6% | -6.4% |
| YTD | +19.1% | +1.4% | +17.7% | +19.4% |
| 1Y | +51.1% | -7.0% | +58.1% | +60.7% |
| All | +51.1% | -6.4% | +57.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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