+113.0%
NVTS vs SONY
-10.8%
+123.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.7% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | -4.5% | +9.4% | -13.9% | -7.2% |
| 3M | -61.5% | +10.5% | -72.0% | -62.5% |
| 6M | +28.0% | +11.7% | +16.3% | +18.7% |
| YTD | +65.3% | -4.1% | +69.3% | +62.6% |
| 1Y | +113.0% | -11.8% | +124.8% | +129.5% |
| All | +113.0% | -10.8% | +123.8% | +129.5% |
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 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