+2,285.7%
STM vs SONY
+475.1%
+1,810.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | +5.8% | -1.2% | +7.0% | +6.4% |
| 30D | -1.0% | +9.4% | -10.5% | -6.0% |
| 3M | -33.3% | +10.5% | -43.7% | -37.5% |
| 6M | +57.4% | +11.7% | +45.7% | +45.9% |
| YTD | +102.2% | -4.1% | +106.3% | +103.1% |
| 1Y | +99.6% | -11.8% | +111.4% | +109.0% |
| 3Y | +14.5% | +45.9% | -31.4% | -11.3% |
| 5Y | +21.4% | +16.3% | +5.1% | +6.9% |
| 10Y | +695.0% | +297.6% | +397.4% | +257.1% |
| All | +2,285.7% | +475.1% | +1,810.6% | +580.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling