+575.6%
NUE vs SONY
+293.1%
+282.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.0% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | -4.6% | +1.5% | -6.1% | -5.2% |
| 3M | -0.3% | +13.0% | -13.3% | -5.4% |
| 6M | +51.9% | +11.2% | +40.7% | +44.4% |
| YTD | +60.0% | -6.6% | +66.6% | +62.3% |
| 1Y | +82.9% | -18.1% | +101.0% | +94.2% |
| 3Y | +66.0% | +42.1% | +23.9% | +38.8% |
| 5Y | +149.0% | +11.0% | +137.9% | +124.1% |
| All | +575.6% | +293.1% | +282.6% | +314.1% |
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 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