+21.1%
STM vs SONY
+41.5%
-20.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.3% |
| 7D | +5.2% | -5.2% | +10.4% | +7.6% |
| 30D | -7.4% | +0.3% | -7.7% | -7.8% |
| 3M | -30.6% | +6.2% | -36.9% | -33.1% |
| 6M | +66.4% | +9.5% | +56.8% | +57.5% |
| YTD | +101.1% | -8.1% | +109.2% | +107.2% |
| 1Y | +97.4% | -17.9% | +115.3% | +114.7% |
| 3Y | +21.1% | +41.5% | -20.4% | 0.0% |
| All | +21.1% | +41.5% | -20.3% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling