-1.9%
SONY vs NTRS
+37.4%
-39.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.7% | +9.9% | +6.5% |
| 7D | +8.1% | -0.9% | +9.0% | +8.1% |
| 30D | +15.5% | +1.1% | +14.3% | +15.0% |
| 3M | +22.7% | -6.6% | +29.3% | +23.6% |
| 6M | +36.9% | +7.1% | +29.8% | +34.1% |
| YTD | +7.6% | +27.4% | -19.8% | +0.1% |
| 1Y | -1.9% | +36.5% | -38.5% | -12.8% |
| All | -1.9% | +37.4% | -39.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling