+465.1%
STM vs SONY
+373.2%
+91.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | -0.3% |
| 7D | +12.0% | +0.3% | +11.7% | +11.8% |
| 30D | -0.4% | +11.1% | -11.5% | -7.8% |
| 3M | -13.2% | +14.7% | -27.8% | -21.7% |
| 6M | -26.1% | +18.8% | -44.8% | -35.6% |
| YTD | +81.2% | +5.7% | +75.4% | +69.1% |
| 1Y | +98.3% | -8.1% | +106.4% | +102.4% |
| 3Y | +16.7% | +64.0% | -47.3% | -22.0% |
| 5Y | -4.8% | +12.6% | -17.5% | -19.5% |
| All | +465.1% | +373.2% | +91.9% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling