-9.4%
NVTS vs SONY
+6.4%
-15.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.9% |
| 7D | +3.5% | -4.9% | +8.4% | +8.6% |
| 30D | -11.9% | -1.6% | -10.3% | -11.4% |
| 3M | -49.2% | +10.0% | -59.2% | -56.3% |
| 6M | +38.4% | +8.4% | +30.0% | +19.6% |
| YTD | +62.5% | -8.4% | +70.9% | +69.6% |
| 1Y | +101.4% | -18.4% | +119.7% | +136.0% |
| 3Y | +40.4% | +41.0% | -0.5% | -17.6% |
| All | -9.4% | +6.4% | -15.7% | -17.4% |
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