+9.3%
SONY vs STLA
-63.2%
+72.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | -1.6% | -5.2% | +3.6% | -0.5% |
| 3M | +10.0% | -24.9% | +34.9% | +16.9% |
| 6M | +8.4% | -25.2% | +33.6% | +14.7% |
| YTD | -8.4% | -51.4% | +43.0% | +6.3% |
| 1Y | -18.4% | -40.7% | +22.3% | -11.1% |
| 3Y | +41.0% | -66.3% | +107.2% | +71.6% |
| 5Y | +9.3% | -63.2% | +72.5% | +21.1% |
| All | +9.3% | -63.2% | +72.4% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling