+2,133.0%
STRL vs SONY
+11.4%
+2,121.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.2% | +7.4% | +5.0% |
| 7D | +10.1% | -5.2% | +15.3% | +12.4% |
| 30D | -8.2% | +0.3% | -8.5% | -8.7% |
| 3M | -43.7% | +6.2% | -49.9% | -46.0% |
| 6M | +27.1% | +9.5% | +17.6% | +19.7% |
| YTD | +64.0% | -8.1% | +72.1% | +66.7% |
| 1Y | +75.2% | -17.9% | +93.1% | +88.2% |
| 3Y | +539.9% | +41.5% | +498.4% | +430.9% |
| 5Y | +2,133.0% | +11.8% | +2,121.2% | +1,812.4% |
| All | +2,133.0% | +11.4% | +2,121.6% | +1,812.4% |
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