+260.3%
STT vs SONY
+286.8%
-26.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.4% | -5.8% | +4.4% | +0.9% |
| 30D | +2.2% | -0.4% | +2.6% | +2.2% |
| 3M | +18.8% | +13.3% | +5.5% | +12.3% |
| 6M | +57.9% | +8.5% | +49.4% | +51.1% |
| YTD | +51.0% | -8.1% | +59.1% | +54.2% |
| 1Y | +77.1% | -17.9% | +95.1% | +89.0% |
| 3Y | +199.8% | +41.4% | +158.4% | +146.8% |
| 5Y | +156.0% | +9.3% | +146.7% | +131.0% |
| All | +260.3% | +286.8% | -26.5% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling