+952.8%
STRL vs SONY
+11.0%
+941.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.2% |
| 7D | +7.1% | +2.1% | +5.0% | +5.8% |
| 30D | -39.4% | +9.2% | -48.6% | -42.1% |
| 3M | -43.0% | +12.2% | -55.2% | -46.4% |
| 6M | -65.0% | +24.4% | -89.4% | -69.2% |
| YTD | -0.8% | +3.5% | -4.3% | -4.9% |
| 1Y | -20.3% | -9.2% | -11.1% | -18.6% |
| 3Y | +356.5% | +55.6% | +300.9% | +260.8% |
| 5Y | +952.8% | +12.0% | +940.9% | +725.1% |
| All | +952.8% | +11.0% | +941.9% | +725.1% |
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