+293.4%
STLD vs SONY
+11.4%
+282.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.7% |
| 7D | +2.7% | -5.2% | +7.8% | +4.5% |
| 30D | -8.4% | +0.3% | -8.7% | -8.7% |
| 3M | -9.9% | +6.2% | -16.1% | -12.3% |
| 6M | +33.0% | +9.5% | +23.5% | +27.4% |
| YTD | +42.6% | -8.1% | +50.7% | +45.8% |
| 1Y | +80.8% | -17.9% | +98.7% | +92.4% |
| 3Y | +143.4% | +41.5% | +101.9% | +104.9% |
| 5Y | +293.4% | +11.8% | +281.6% | +242.4% |
| All | +293.4% | +11.4% | +282.0% | +242.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling