+8.5%
NI vs SONY
-6.4%
+14.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.3% |
| 7D | +3.9% | +2.9% | +1.0% | +3.7% |
| 30D | +15.3% | +10.2% | +5.0% | +14.6% |
| 3M | +2.4% | +16.1% | -13.7% | +1.5% |
| 6M | -4.5% | +32.1% | -36.7% | -7.6% |
| YTD | +11.4% | +1.4% | +10.0% | +13.2% |
| 1Y | +8.5% | -7.0% | +15.5% | +11.9% |
| All | +8.5% | -6.4% | +14.9% | +11.9% |
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