+87.8%
NUE vs SONY
-6.4%
+94.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.3% |
| 7D | -1.4% | +2.9% | -4.3% | -1.7% |
| 30D | +6.6% | +10.2% | -3.7% | +5.3% |
| 3M | -2.0% | +16.1% | -18.1% | -3.9% |
| 6M | +19.2% | +32.1% | -12.9% | +13.0% |
| YTD | +65.6% | +1.4% | +64.2% | +68.7% |
| 1Y | +87.8% | -7.0% | +94.9% | +96.4% |
| All | +87.8% | -6.4% | +94.2% | +96.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling