+299.9%
NSC vs SONY
+364.7%
-64.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -3.5% | +2.1% | -5.6% | -4.3% |
| 30D | +3.9% | +9.2% | -5.2% | +0.9% |
| 3M | -0.8% | +12.2% | -13.0% | -4.7% |
| 6M | +7.1% | +24.4% | -17.3% | -1.2% |
| YTD | +16.4% | +3.5% | +13.0% | +13.8% |
| 1Y | +16.9% | -9.2% | +26.1% | +19.3% |
| 3Y | +78.4% | +55.6% | +22.8% | +45.9% |
| 5Y | +33.1% | +12.0% | +21.2% | +20.5% |
| 10Y | +299.9% | +363.7% | -63.8% | +127.7% |
| All | +299.9% | +364.7% | -64.9% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling