+19.5%
NSC vs SONY
-11.1%
+30.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +1.6% | -3.2% | +4.8% | +1.7% |
| 30D | +4.2% | +9.6% | -5.4% | +3.8% |
| 3M | -0.2% | +13.3% | -13.5% | -0.8% |
| 6M | +7.6% | +20.3% | -12.8% | +6.7% |
| YTD | +17.4% | +4.1% | +13.2% | +20.6% |
| All | +19.5% | -11.1% | +30.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling