+64.0%
SONY vs STLA
-77.1%
+141.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.7% |
| 7D | +0.3% | -13.8% | +14.0% | +2.5% |
| 30D | +11.1% | -10.5% | +21.7% | +12.6% |
| 3M | +14.7% | -28.9% | +43.5% | +20.4% |
| 6M | +18.8% | -49.7% | +68.5% | +31.8% |
| YTD | +5.7% | -64.9% | +70.7% | +23.8% |
| 1Y | -8.1% | -64.0% | +56.0% | +6.8% |
| 3Y | +64.0% | -77.4% | +141.4% | +102.6% |
| All | +64.0% | -77.1% | +141.1% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling