+50.0%
STLD vs SONY
-9.8%
+59.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.8% | -3.2% |
| 7D | +2.9% | +0.3% | +2.7% | +2.9% |
| 30D | -5.6% | +11.1% | -16.7% | -6.3% |
| 3M | -11.7% | +14.7% | -26.4% | -12.8% |
| 6M | -2.8% | +18.8% | -21.6% | -3.2% |
| YTD | +36.4% | +5.7% | +30.7% | +40.3% |
| 1Y | +50.0% | -8.1% | +58.1% | +61.3% |
| All | +50.0% | -9.8% | +59.8% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling