+5,605.4%
NSC vs SONY
+543.6%
+5,061.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -5.5% | -1.2% | -4.3% | -5.2% |
| 30D | -3.2% | +9.4% | -12.7% | -5.6% |
| 3M | +7.7% | +10.5% | -2.8% | +4.3% |
| 6M | +4.5% | +11.7% | -7.2% | +0.6% |
| YTD | +15.6% | -4.1% | +19.6% | +15.7% |
| 1Y | +19.8% | -11.8% | +31.6% | +22.3% |
| 3Y | +70.1% | +45.9% | +24.2% | +48.8% |
| 5Y | +46.1% | +16.3% | +29.8% | +33.9% |
| 10Y | +328.1% | +297.6% | +30.5% | +177.6% |
| All | +5,605.4% | +543.6% | +5,061.8% | +2,588.1% |
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 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