+93.9%
NXT vs SONY
+42.2%
+51.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | -20.0% | +1.5% | -21.6% | -20.5% |
| 3M | -30.7% | +13.0% | -43.7% | -33.7% |
| 6M | -29.0% | +11.2% | -40.2% | -31.8% |
| YTD | -4.8% | -6.6% | +1.8% | -3.4% |
| 1Y | +22.8% | -18.1% | +40.9% | +30.2% |
| 3Y | +93.9% | +42.1% | +51.9% | +62.4% |
| All | +93.9% | +42.2% | +51.7% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling