+5,565.6%
NSC vs SONY
+609.1%
+4,956.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -5.4% | +6.1% | -11.4% | -7.0% |
| 30D | +2.9% | +12.2% | -9.2% | -0.3% |
| 3M | -2.2% | +15.3% | -17.5% | -6.1% |
| 6M | +5.3% | +34.3% | -29.0% | -3.6% |
| YTD | +14.8% | +5.7% | +9.1% | +11.7% |
| 1Y | +16.6% | -2.3% | +18.9% | +15.8% |
| 3Y | +78.6% | +67.1% | +11.5% | +50.5% |
| 5Y | +27.2% | +13.0% | +14.2% | +17.4% |
| 10Y | +302.5% | +372.1% | -69.5% | +149.2% |
| All | +5,565.6% | +609.1% | +4,956.5% | +2,495.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling