+1,945.0%
STM vs SONY
+525.5%
+1,419.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | -7.9% | +5.2% | -13.1% | -11.1% |
| 30D | -14.1% | +10.7% | -24.9% | -19.7% |
| 3M | -17.6% | +12.1% | -29.7% | -23.9% |
| 6M | -24.2% | +32.6% | -56.8% | -36.9% |
| YTD | +73.3% | +4.3% | +69.0% | +63.9% |
| 1Y | +90.1% | -4.5% | +94.6% | +88.2% |
| 3Y | +10.3% | +56.9% | -46.5% | -18.7% |
| 5Y | -5.7% | +12.5% | -18.2% | -16.7% |
| 10Y | +444.1% | +371.7% | +72.3% | +120.2% |
| All | +1,945.0% | +525.5% | +1,419.5% | +449.5% |
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 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