+99.6%
STM vs SONY
-10.8%
+110.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +5.8% | -1.2% | +7.0% | +6.1% |
| 30D | -1.0% | +9.4% | -10.5% | -4.1% |
| 3M | -33.3% | +10.5% | -43.7% | -35.4% |
| 6M | +57.4% | +11.7% | +45.7% | +50.1% |
| YTD | +102.2% | -4.1% | +106.3% | +105.3% |
| 1Y | +99.6% | -11.8% | +111.4% | +114.6% |
| All | +99.6% | -10.8% | +110.4% | +114.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling