+56.6%
STLD vs SONY
-4.4%
+61.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +3.8% |
| 7D | -4.7% | +5.2% | -9.9% | -5.0% |
| 30D | -0.9% | +10.7% | -11.7% | -2.0% |
| 3M | -11.9% | +12.1% | -24.0% | -13.1% |
| 6M | +0.9% | +32.6% | -31.7% | -4.5% |
| YTD | +40.4% | +4.3% | +36.1% | +44.0% |
| 1Y | +56.6% | -4.5% | +61.1% | +65.5% |
| All | +56.6% | -4.4% | +61.0% | +65.5% |
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