+284.9%
NSC vs SONY
+373.2%
-88.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +1.7% | +11.1% | -9.4% | -1.9% |
| 3M | -2.6% | +14.7% | -17.2% | -7.1% |
| 6M | +6.4% | +18.8% | -12.4% | -0.2% |
| YTD | +15.5% | +5.7% | +9.7% | +12.1% |
| 1Y | +17.6% | -8.1% | +25.6% | +19.7% |
| 3Y | +75.0% | +64.0% | +11.0% | +40.5% |
| 5Y | +32.2% | +12.6% | +19.5% | +19.5% |
| All | +284.9% | +373.2% | -88.3% | +116.1% |
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