+149.5%
NTAP vs SONY
+63.5%
+86.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.9% |
| 7D | +7.2% | +0.3% | +6.9% | +7.1% |
| 30D | -18.4% | +11.1% | -29.5% | -21.0% |
| 3M | -11.3% | +14.7% | -26.0% | -15.1% |
| 6M | +53.8% | +18.8% | +35.0% | +45.1% |
| YTD | +72.0% | +5.7% | +66.2% | +68.8% |
| 1Y | +68.0% | -8.1% | +76.1% | +73.6% |
| 3Y | +149.5% | +64.0% | +85.5% | +145.8% |
| All | +149.5% | +63.5% | +86.0% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling