+140.2%
STLD vs SONY
+46.4%
+93.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +3.1% | -1.2% | +4.3% | +3.5% |
| 30D | -9.0% | +9.4% | -18.4% | -11.3% |
| 3M | -12.4% | +10.5% | -22.8% | -15.0% |
| 6M | +25.5% | +11.7% | +13.8% | +20.8% |
| YTD | +43.6% | -4.1% | +47.7% | +45.0% |
| 1Y | +87.2% | -11.8% | +99.0% | +93.4% |
| All | +140.2% | +46.4% | +93.9% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling