-47.4%
NKE vs SONY
-10.8%
-36.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -8.6% | +9.4% | -18.0% | -10.4% |
| 3M | -11.0% | +10.5% | -21.5% | -13.6% |
| 6M | -33.2% | +11.7% | -44.9% | -35.1% |
| YTD | -38.1% | -4.1% | -34.1% | -37.4% |
| 1Y | -47.4% | -11.8% | -35.6% | -45.1% |
| All | -47.4% | -10.8% | -36.5% | -45.1% |
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 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