+96.5%
STM vs SONY
-6.4%
+102.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.3% | -6.4% |
| 7D | -6.0% | +2.9% | -8.9% | -6.4% |
| 30D | -20.9% | +10.2% | -31.2% | -22.6% |
| 3M | -15.8% | +16.1% | -31.9% | -19.2% |
| 6M | -17.0% | +32.1% | -49.2% | -24.8% |
| YTD | +76.8% | +1.4% | +75.4% | +76.6% |
| 1Y | +96.5% | -7.0% | +103.5% | +101.9% |
| All | +96.5% | -6.4% | +102.9% | +101.9% |
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