+280.4%
SONY vs STLA
+51.6%
+228.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.8% | -3.8% | -1.9% | -4.9% |
| 30D | -0.4% | -3.1% | +2.7% | +0.2% |
| 3M | +13.3% | -19.6% | +32.9% | +18.6% |
| 6M | +8.5% | -23.5% | +32.0% | +14.3% |
| YTD | -8.1% | -51.5% | +43.4% | +6.6% |
| 1Y | -17.9% | -39.7% | +21.8% | -10.7% |
| 3Y | +41.4% | -66.3% | +107.8% | +72.2% |
| 5Y | +9.3% | -63.1% | +72.4% | +26.2% |
| All | +280.4% | +51.6% | +228.8% | +274.2% |
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