+243.5%
NEM vs SONY
+40.0%
+203.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.3% | -5.8% | +2.5% | -1.7% |
| 30D | +7.8% | -0.4% | +8.2% | +7.9% |
| 3M | +36.3% | +13.3% | +23.0% | +30.9% |
| 6M | +6.6% | +8.5% | -1.9% | +3.5% |
| YTD | +27.1% | -8.1% | +35.3% | +28.4% |
| 1Y | +62.3% | -17.9% | +80.2% | +68.1% |
| All | +243.5% | +40.0% | +203.5% | +217.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling