-5.7%
STM vs SONY
+12.1%
-17.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | -7.9% | +5.2% | -13.1% | -11.2% |
| 30D | -14.1% | +10.7% | -24.9% | -20.0% |
| 3M | -17.6% | +12.1% | -29.7% | -24.3% |
| 6M | -24.2% | +32.6% | -56.8% | -38.2% |
| YTD | +73.3% | +4.3% | +69.0% | +64.5% |
| 1Y | +90.1% | -4.5% | +94.6% | +90.6% |
| 3Y | +10.3% | +56.9% | -46.5% | -25.3% |
| 5Y | -5.7% | +12.5% | -18.2% | -24.0% |
| All | -5.7% | +12.1% | -17.8% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling