-20.3%
STRL vs SONY
-10.0%
-10.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +4.9% |
| 7D | +7.1% | +2.1% | +5.0% | +7.0% |
| 30D | -39.4% | +9.2% | -48.6% | -40.4% |
| 3M | -43.0% | +12.2% | -55.2% | -44.7% |
| 6M | -65.0% | +24.4% | -89.4% | -68.4% |
| YTD | -0.8% | +3.5% | -4.3% | +1.8% |
| 1Y | -20.3% | -9.2% | -11.1% | -3.0% |
| All | -20.3% | -10.0% | -10.3% | -3.0% |
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 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