+656.4%
STM vs SONY
+285.5%
+370.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +1.7% | -4.9% | +6.6% | +4.8% |
| 30D | -5.2% | -1.6% | -3.6% | -4.6% |
| 3M | -29.6% | +10.0% | -39.6% | -34.7% |
| 6M | +54.4% | +8.4% | +45.9% | +43.9% |
| YTD | +99.5% | -8.4% | +108.0% | +106.6% |
| 1Y | +100.8% | -18.4% | +119.1% | +122.8% |
| 3Y | +20.2% | +41.0% | -20.8% | -10.7% |
| 5Y | +21.1% | +9.3% | +11.9% | +5.7% |
| All | +656.4% | +285.5% | +370.9% | +250.0% |
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