+2.6%
NOW vs SONY
+11.4%
-8.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.2% | -0.8% | -2.9% |
| 7D | -6.1% | -5.2% | -0.9% | -3.4% |
| 30D | +7.5% | +0.3% | +7.2% | +7.4% |
| 3M | +17.5% | +6.2% | +11.3% | +14.1% |
| 6M | +7.9% | +9.5% | -1.6% | +2.8% |
| YTD | -12.4% | -8.1% | -4.3% | -9.2% |
| 1Y | -28.6% | -17.9% | -10.6% | -22.0% |
| 3Y | +11.8% | +41.5% | -29.7% | -14.1% |
| 5Y | +2.6% | +11.8% | -9.2% | -8.8% |
| All | +2.6% | +11.4% | -8.7% | -8.8% |
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