+8,153.7%
STLD vs SONY
+368.2%
+7,785.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +3.1% | -1.2% | +4.3% | +3.6% |
| 30D | -9.0% | +9.4% | -18.4% | -12.6% |
| 3M | -12.4% | +10.5% | -22.8% | -16.8% |
| 6M | +25.5% | +11.7% | +13.8% | +18.1% |
| YTD | +43.6% | -4.1% | +47.7% | +44.0% |
| 1Y | +87.2% | -11.8% | +99.0% | +93.5% |
| 3Y | +135.2% | +45.9% | +89.3% | +90.4% |
| 5Y | +290.9% | +16.3% | +274.6% | +242.6% |
| 10Y | +1,113.5% | +297.6% | +815.8% | +499.0% |
| All | +8,153.7% | +368.2% | +7,785.4% | +3,311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling