+479.7%
NEM vs SONY
+514.2%
-34.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +3.1% | -4.9% | +8.0% | +3.9% |
| 30D | +10.0% | -1.6% | +11.6% | +10.2% |
| 3M | +30.9% | +10.0% | +20.9% | +28.7% |
| 6M | +10.5% | +8.4% | +2.1% | +8.9% |
| YTD | +29.7% | -8.4% | +38.2% | +31.2% |
| 1Y | +71.1% | -18.4% | +89.5% | +75.8% |
| 3Y | +252.1% | +41.0% | +211.1% | +230.9% |
| 5Y | +157.7% | +9.3% | +148.4% | +148.5% |
| 10Y | +319.4% | +281.7% | +37.7% | +230.2% |
| All | +479.7% | +514.2% | -34.5% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling