+98.3%
STM vs SONY
-9.8%
+108.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.5% |
| 7D | +12.0% | +0.3% | +11.7% | +12.0% |
| 30D | -0.4% | +11.1% | -11.5% | -2.0% |
| 3M | -13.2% | +14.7% | -27.8% | -15.6% |
| 6M | -26.1% | +18.8% | -44.8% | -28.1% |
| YTD | +81.2% | +5.7% | +75.4% | +84.6% |
| 1Y | +98.3% | -8.1% | +106.4% | +117.6% |
| All | +98.3% | -9.8% | +108.1% | +117.6% |
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