+286.6%
SONY vs NTRS
+259.9%
+26.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | +1.5% | -0.7% | +2.2% | +1.7% |
| 3M | +13.0% | +11.3% | +1.7% | +8.9% |
| 6M | +11.2% | +35.5% | -24.3% | +0.4% |
| YTD | -6.6% | +40.6% | -47.2% | -17.0% |
| 1Y | -18.1% | +49.2% | -67.3% | -28.7% |
| 3Y | +42.1% | +167.2% | -125.2% | -0.1% |
| 5Y | +11.0% | +94.9% | -83.9% | -15.0% |
| All | +286.6% | +259.9% | +26.6% | +154.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling