+372.9%
SONY vs STLA
+252.7%
+120.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.6% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | +0.3% | -2.4% | +2.7% | +0.6% |
| 3M | +6.2% | -23.9% | +30.1% | +11.4% |
| 6M | +9.5% | -24.6% | +34.2% | +14.6% |
| YTD | -8.1% | -50.5% | +42.4% | +3.0% |
| 1Y | -17.9% | -39.8% | +21.9% | -11.9% |
| 3Y | +41.5% | -65.6% | +107.1% | +64.8% |
| 5Y | +11.8% | -62.1% | +73.9% | +25.6% |
| 10Y | +275.4% | +47.8% | +227.6% | +233.6% |
| All | +372.9% | +252.7% | +120.3% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling