+375.7%
SONY vs STLA
-4.1%
+379.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | +0.3% | -13.8% | +14.0% | +3.7% |
| 30D | +11.1% | -10.5% | +21.7% | +13.4% |
| 3M | +14.7% | -28.9% | +43.5% | +23.0% |
| 6M | +18.8% | -49.7% | +68.5% | +37.9% |
| YTD | +5.7% | -64.9% | +70.7% | +31.9% |
| 1Y | -8.1% | -64.0% | +56.0% | +13.6% |
| 3Y | +64.0% | -77.4% | +141.4% | +120.0% |
| 5Y | +12.6% | -74.4% | +87.1% | +41.4% |
| All | +375.7% | -4.1% | +379.8% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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