+625.8%
NTAP vs SONY
+293.1%
+332.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.8% |
| 7D | +7.4% | -2.7% | +10.1% | +8.6% |
| 30D | -1.4% | +1.5% | -2.9% | -2.2% |
| 3M | +24.6% | +13.0% | +11.6% | +17.4% |
| 6M | +105.9% | +11.2% | +94.7% | +93.9% |
| YTD | +88.5% | -6.6% | +95.2% | +91.7% |
| 1Y | +62.1% | -18.1% | +80.2% | +74.4% |
| 3Y | +169.1% | +42.1% | +127.0% | +117.3% |
| 5Y | +141.9% | +11.0% | +130.8% | +115.0% |
| All | +625.8% | +293.1% | +332.7% | +282.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling