+531.5%
SONY vs NTRS
+7,800.3%
-7,268.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 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% | +8.5% |
| 6M | +11.2% | +35.5% | -24.3% | -0.7% |
| YTD | -6.6% | +40.6% | -47.2% | -18.0% |
| 1Y | -18.1% | +49.2% | -67.3% | -29.7% |
| 3Y | +42.1% | +167.2% | -125.2% | -3.0% |
| 5Y | +11.0% | +94.9% | -83.9% | -17.3% |
| 10Y | +289.2% | +259.5% | +29.7% | +118.4% |
| All | +531.5% | +7,800.3% | -7,268.8% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling