-74.7%
NKE vs SONY
+9.6%
-84.4%
-77.4%
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% | -0.1% |
| 7D | -4.2% | -2.7% | -1.5% | -3.2% |
| 30D | -8.2% | +1.5% | -9.7% | -8.8% |
| 3M | -19.1% | +13.0% | -32.1% | -23.1% |
| 6M | -32.6% | +11.2% | -43.8% | -36.1% |
| YTD | -40.7% | -6.6% | -34.1% | -39.6% |
| 1Y | -48.9% | -18.1% | -30.7% | -45.1% |
| 3Y | -59.2% | +42.1% | -101.3% | -66.6% |
| All | -74.7% | +9.6% | -84.4% | -77.9% |
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 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