+173.5%
SONY vs NTR
+97.9%
+75.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | +1.5% | +16.8% | -15.2% | -2.4% |
| 3M | +13.0% | +20.7% | -7.7% | +7.4% |
| 6M | +11.2% | +0.5% | +10.7% | +10.2% |
| YTD | -6.6% | +29.2% | -35.8% | -13.7% |
| 1Y | -18.1% | +39.6% | -57.7% | -26.1% |
| 3Y | +42.1% | +37.9% | +4.2% | +26.5% |
| 5Y | +11.0% | +47.1% | -36.0% | -10.8% |
| All | +173.5% | +97.9% | +75.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling