+155.9%
NUE vs SONY
+9.6%
+146.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 6M | +51.9% | +11.2% | +40.7% | +44.9% |
| YTD | +60.0% | -6.6% | +66.6% | +62.7% |
| 1Y | +82.9% | -18.1% | +101.0% | +94.5% |
| 3Y | +66.0% | +42.1% | +23.9% | +39.3% |
| All | +155.9% | +9.6% | +146.3% | +119.1% |
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 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