+644.6%
STM vs SONY
+286.8%
+357.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | -1.1% | -5.8% | +4.7% | +2.5% |
| 30D | -7.8% | -0.4% | -7.4% | -8.0% |
| 3M | -28.2% | +13.3% | -41.5% | -34.7% |
| 6M | +52.0% | +8.5% | +43.5% | +41.6% |
| YTD | +96.4% | -8.1% | +104.5% | +102.9% |
| 1Y | +98.8% | -17.9% | +116.7% | +119.8% |
| 3Y | +18.3% | +41.4% | -23.2% | -12.3% |
| 5Y | +17.7% | +9.3% | +8.4% | +2.7% |
| All | +644.6% | +286.8% | +357.7% | +243.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling