+335.7%
NSC vs SONY
+276.5%
+59.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.0% | -4.9% | +2.9% | -0.5% |
| 30D | -3.2% | -1.6% | -1.6% | -2.8% |
| 3M | +3.9% | +10.0% | -6.1% | +0.2% |
| 6M | +7.8% | +8.4% | -0.6% | +3.9% |
| YTD | +13.4% | -8.4% | +21.8% | +15.5% |
| 1Y | +20.3% | -18.4% | +38.7% | +27.0% |
| 3Y | +76.1% | +41.0% | +35.1% | +48.7% |
| 5Y | +45.0% | +9.3% | +35.7% | +31.2% |
| 10Y | +335.7% | +281.7% | +54.0% | +163.3% |
| All | +335.7% | +276.5% | +59.2% | +163.3% |
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 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