+97.0%
STM vs SONY
-10.0%
+106.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | +1.4% | +2.1% | -0.6% | +1.2% |
| 30D | -8.4% | +9.2% | -17.6% | -9.9% |
| 3M | -15.8% | +12.2% | -28.0% | -18.1% |
| 6M | -22.8% | +24.4% | -47.3% | -27.5% |
| YTD | +79.4% | +3.5% | +75.9% | +81.4% |
| 1Y | +97.0% | -9.2% | +106.1% | +111.5% |
| All | +97.0% | -10.0% | +106.9% | +111.5% |
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 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