+212.0%
NXT vs SONY
+50.2%
+161.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | -9.4% | +0.3% | -9.7% | -9.5% |
| 30D | +15.1% | +11.1% | +4.0% | +11.1% |
| 3M | -9.1% | +14.7% | -23.8% | -13.2% |
| 6M | -30.3% | +18.8% | -49.1% | -34.6% |
| YTD | +9.1% | +5.7% | +3.3% | +6.4% |
| 1Y | +7.9% | -8.1% | +15.9% | +11.0% |
| 3Y | +176.5% | +64.0% | +112.5% | +116.6% |
| All | +212.0% | +50.2% | +161.8% | +162.6% |
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