+463.1%
STM vs SONY
+364.7%
+98.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.0% |
| 7D | +1.4% | +2.1% | -0.6% | -0.6% |
| 30D | -8.4% | +9.2% | -17.6% | -14.3% |
| 3M | -15.8% | +12.2% | -28.0% | -23.1% |
| 6M | -22.8% | +24.4% | -47.3% | -34.8% |
| YTD | +79.4% | +3.5% | +75.9% | +69.6% |
| 1Y | +97.0% | -9.2% | +106.1% | +102.2% |
| 3Y | +14.2% | +55.6% | -41.4% | -21.1% |
| 5Y | -4.5% | +12.0% | -16.4% | -19.0% |
| 10Y | +463.1% | +363.7% | +99.4% | +130.1% |
| All | +463.1% | +364.7% | +98.3% | +130.1% |
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