+272.6%
STLD vs SONY
+11.8%
+260.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -9.7% | +6.1% | -15.7% | -11.6% |
| 30D | -4.5% | +12.2% | -16.7% | -8.5% |
| 3M | -13.1% | +15.3% | -28.4% | -17.7% |
| 6M | -2.8% | +34.3% | -37.0% | -13.7% |
| YTD | +35.3% | +5.7% | +29.6% | +31.4% |
| 1Y | +51.4% | -2.3% | +53.7% | +51.3% |
| 3Y | +117.9% | +67.1% | +50.8% | +72.2% |
| 5Y | +272.6% | +13.0% | +259.6% | +231.2% |
| All | +272.6% | +11.8% | +260.8% | +231.2% |
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