+45.9%
NSC vs SONY
+11.4%
+34.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.5% |
| 7D | -1.5% | -5.2% | +3.6% | -0.3% |
| 30D | -1.9% | +0.3% | -2.2% | -2.1% |
| 3M | +6.2% | +6.2% | 0.0% | +4.3% |
| 6M | +9.2% | +9.5% | -0.4% | +5.9% |
| YTD | +15.0% | -8.1% | +23.1% | +16.9% |
| 1Y | +21.1% | -17.9% | +39.0% | +26.6% |
| 3Y | +78.6% | +41.5% | +37.1% | +56.1% |
| 5Y | +45.9% | +11.8% | +34.0% | +32.4% |
| All | +45.9% | +11.4% | +34.5% | +32.4% |
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