+124.8%
NTAP vs SONY
+9.8%
+115.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +2.2% | -4.9% | +7.1% | +4.2% |
| 30D | -7.0% | -1.6% | -5.4% | -6.6% |
| 3M | +12.3% | +10.0% | +2.3% | +7.5% |
| 6M | +85.1% | +8.4% | +76.7% | +76.9% |
| YTD | +74.8% | -8.4% | +83.2% | +79.5% |
| 1Y | +52.7% | -18.4% | +71.0% | +64.5% |
| 3Y | +147.7% | +41.0% | +106.7% | +101.7% |
| 5Y | +124.8% | +9.3% | +115.5% | +95.6% |
| All | +124.8% | +9.8% | +115.0% | +95.6% |
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 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