+1,122.7%
STLD vs SONY
+276.5%
+846.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -2.8% | -4.9% | +2.1% | -0.9% |
| 30D | -10.4% | -1.6% | -8.8% | -10.0% |
| 3M | -10.6% | +10.0% | -20.6% | -14.7% |
| 6M | +32.7% | +8.4% | +24.3% | +26.8% |
| YTD | +42.8% | -8.4% | +51.2% | +46.2% |
| 1Y | +86.9% | -18.4% | +105.3% | +100.0% |
| 3Y | +143.8% | +41.0% | +102.8% | +100.7% |
| 5Y | +293.5% | +9.3% | +284.2% | +254.6% |
| 10Y | +1,122.7% | +281.7% | +841.0% | +634.0% |
| All | +1,122.7% | +276.5% | +846.2% | +634.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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