+15.2%
NXPI vs SONY
+8.4%
+6.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -2.3% | -4.9% | +2.6% | +0.3% |
| 30D | -4.3% | -1.6% | -2.7% | -3.7% |
| 3M | -24.7% | +10.0% | -34.7% | -29.5% |
| 6M | +9.7% | +8.4% | +1.3% | +2.8% |
| YTD | +3.8% | -8.4% | +12.2% | +7.3% |
| 1Y | +1.6% | -18.4% | +20.0% | +12.3% |
| 3Y | +16.0% | +41.0% | -24.9% | -14.1% |
| All | +15.2% | +8.4% | +6.8% | -1.4% |
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 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