+14,142.9%
NUE vs SONY
+514.2%
+13,628.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.3% | -4.9% | +2.6% | -0.6% |
| 30D | -6.1% | -1.6% | -4.5% | -5.7% |
| 3M | +1.7% | +10.0% | -8.3% | -2.2% |
| 6M | +53.1% | +8.4% | +44.7% | +47.4% |
| YTD | +59.0% | -8.4% | +67.5% | +61.9% |
| 1Y | +85.3% | -18.4% | +103.7% | +95.5% |
| 3Y | +63.2% | +41.0% | +22.3% | +39.8% |
| 5Y | +146.8% | +9.3% | +137.5% | +127.7% |
| 10Y | +584.3% | +281.7% | +302.6% | +299.5% |
| All | +14,142.9% | +514.2% | +13,628.7% | +5,541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling