+8,068.5%
STLD vs SONY
+405.0%
+7,663.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -0.5% | +2.1% | -2.6% | -1.7% |
| 30D | -0.1% | +9.2% | -9.3% | -4.3% |
| 3M | -9.2% | +12.2% | -21.3% | -14.3% |
| 6M | +1.8% | +24.4% | -22.7% | -9.1% |
| YTD | +42.1% | +3.5% | +38.7% | +36.9% |
| 1Y | +58.5% | -9.2% | +67.7% | +61.3% |
| 3Y | +128.2% | +55.6% | +72.6% | +78.9% |
| 5Y | +288.2% | +12.0% | +276.3% | +244.3% |
| 10Y | +799.8% | +363.7% | +436.1% | +313.5% |
| All | +8,068.5% | +405.0% | +7,663.5% | +3,143.8% |
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