+712.5%
NVT vs SONY
+145.9%
+566.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.3% |
| 7D | +2.0% | -5.8% | +7.8% | +4.5% |
| 30D | -7.2% | -0.4% | -6.8% | -7.4% |
| 3M | -0.9% | +13.3% | -14.2% | -7.6% |
| 6M | +42.6% | +8.5% | +34.1% | +35.1% |
| YTD | +52.9% | -8.1% | +61.0% | +56.1% |
| 1Y | +64.5% | -17.9% | +82.4% | +76.2% |
| 3Y | +178.0% | +41.4% | +136.5% | +123.5% |
| 5Y | +402.8% | +9.3% | +393.5% | +347.6% |
| All | +712.5% | +145.9% | +566.6% | +349.5% |
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