+155.1%
NEM vs SONY
+9.6%
+145.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -1.0% | -2.7% | +1.7% | -0.4% |
| 30D | +7.8% | +1.5% | +6.3% | +7.4% |
| 3M | +30.2% | +13.0% | +17.2% | +26.0% |
| 6M | +9.6% | +11.2% | -1.6% | +6.4% |
| YTD | +27.8% | -6.6% | +34.5% | +28.7% |
| 1Y | +60.7% | -18.1% | +78.8% | +65.9% |
| 3Y | +245.3% | +42.1% | +203.2% | +217.5% |
| All | +155.1% | +9.6% | +145.5% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling