+167.1%
NXT vs SONY
+30.5%
+136.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -2.6% | -5.8% | +3.2% | -0.8% |
| 30D | -22.4% | -0.4% | -22.1% | -22.5% |
| 3M | -27.3% | +13.3% | -40.6% | -30.8% |
| 6M | -28.5% | +8.5% | -37.0% | -31.1% |
| YTD | -6.6% | -8.1% | +1.5% | -4.6% |
| 1Y | +20.4% | -17.9% | +38.3% | +27.8% |
| 3Y | +90.9% | +41.4% | +49.5% | +57.4% |
| All | +167.1% | +30.5% | +136.6% | +135.4% |
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