-9.1%
NVTS vs SONY
+8.5%
-17.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +2.6% |
| 7D | -1.4% | -2.7% | +1.2% | +1.2% |
| 30D | -16.5% | +1.5% | -18.0% | -18.7% |
| 3M | -47.6% | +13.0% | -60.6% | -56.3% |
| 6M | +7.3% | +11.2% | -3.9% | -9.6% |
| YTD | +62.9% | -6.6% | +69.5% | +66.7% |
| 1Y | +91.3% | -18.1% | +109.4% | +124.1% |
| 3Y | +43.4% | +42.1% | +1.3% | -16.1% |
| All | -9.1% | +8.5% | -17.6% | -18.9% |
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 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