+787.1%
STLD vs SONY
+366.6%
+420.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.3% |
| 7D | -4.7% | +5.2% | -9.9% | -6.9% |
| 30D | -0.9% | +10.7% | -11.7% | -5.4% |
| 3M | -11.9% | +12.1% | -24.0% | -16.5% |
| 6M | +0.9% | +32.6% | -31.7% | -11.8% |
| YTD | +40.4% | +4.3% | +36.1% | +35.5% |
| 1Y | +56.6% | -4.5% | +61.1% | +56.7% |
| 3Y | +125.5% | +56.9% | +68.6% | +76.8% |
| 5Y | +292.8% | +12.5% | +280.4% | +250.2% |
| 10Y | +787.1% | +371.7% | +415.3% | +372.4% |
| All | +787.1% | +366.6% | +420.5% | +372.4% |
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