+769.0%
STLD vs SONY
+366.0%
+403.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +6.9% | -3.2% | +10.0% | +8.2% |
| 30D | -1.5% | +9.6% | -11.0% | -5.5% |
| 3M | -9.7% | +13.3% | -22.9% | -14.8% |
| 6M | +2.3% | +20.3% | -18.0% | -6.6% |
| YTD | +41.0% | +4.1% | +36.9% | +36.2% |
| 1Y | +51.8% | -11.9% | +63.7% | +57.4% |
| 3Y | +126.4% | +56.6% | +69.8% | +77.7% |
| 5Y | +285.7% | +10.9% | +274.8% | +246.0% |
| All | +769.0% | +366.0% | +403.0% | +359.8% |
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