+5,900.4%
NKE vs SONY
+526.3%
+5,374.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -4.2% | -2.7% | -1.5% | -3.5% |
| 30D | -8.2% | +1.5% | -9.7% | -8.6% |
| 3M | -19.1% | +13.0% | -32.1% | -21.8% |
| 6M | -32.6% | +11.2% | -43.8% | -34.9% |
| YTD | -40.7% | -6.6% | -34.1% | -40.1% |
| 1Y | -48.9% | -18.1% | -30.7% | -46.6% |
| 3Y | -59.2% | +42.1% | -101.3% | -63.7% |
| 5Y | -75.3% | +11.0% | -86.4% | -76.7% |
| 10Y | -23.1% | +289.2% | -312.3% | -47.5% |
| All | +5,900.4% | +526.3% | +5,374.2% | +2,740.3% |
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