+70.8%
NVT vs SONY
-16.9%
+87.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.5% |
| 7D | +4.1% | -2.7% | +6.8% | +4.2% |
| 30D | -5.1% | +1.5% | -6.7% | -5.4% |
| 3M | -1.2% | +13.0% | -14.2% | -2.9% |
| 6M | +46.6% | +11.2% | +35.4% | +43.4% |
| YTD | +60.0% | -6.6% | +66.6% | +66.2% |
| 1Y | +70.8% | -18.1% | +88.9% | +86.0% |
| All | +70.8% | -16.9% | +87.7% | +86.0% |
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