+27.2%
NSC vs SONY
+11.8%
+15.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -5.4% | +6.1% | -11.4% | -6.8% |
| 30D | +2.9% | +12.2% | -9.2% | 0.0% |
| 3M | -2.2% | +15.3% | -17.5% | -5.7% |
| 6M | +5.3% | +34.3% | -29.0% | -3.1% |
| YTD | +14.8% | +5.7% | +9.1% | +12.7% |
| 1Y | +16.6% | -2.3% | +18.9% | +16.8% |
| 3Y | +78.6% | +67.1% | +11.5% | +48.6% |
| 5Y | +27.2% | +13.0% | +14.2% | +12.9% |
| All | +27.2% | +11.8% | +15.4% | +12.9% |
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