+1,714.9%
NXPI vs SONY
+323.4%
+1,391.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | +0.3% |
| 7D | +0.7% | -5.2% | +5.8% | +3.2% |
| 30D | -6.6% | +0.3% | -6.9% | -7.0% |
| 3M | -25.4% | +6.2% | -31.6% | -28.5% |
| 6M | +11.9% | +9.5% | +2.4% | +4.9% |
| YTD | +4.0% | -8.1% | +12.1% | +6.2% |
| 1Y | +1.0% | -17.9% | +19.0% | +8.9% |
| 3Y | +16.3% | +41.5% | -25.2% | -7.2% |
| 5Y | +17.7% | +11.8% | +5.9% | +5.4% |
| 10Y | +195.8% | +275.4% | -79.6% | +49.7% |
| All | +1,714.9% | +323.4% | +1,391.5% | +825.3% |
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