+102.0%
STM vs SONY
-18.8%
+120.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.7% | -4.9% | +6.6% | +3.2% |
| 30D | -5.2% | -1.6% | -3.6% | -4.9% |
| 3M | -29.6% | +10.0% | -39.6% | -32.6% |
| 6M | +54.4% | +8.4% | +45.9% | +48.0% |
| YTD | +99.5% | -8.4% | +108.0% | +106.9% |
| All | +102.0% | -18.8% | +120.8% | +123.3% |
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