+195.6%
STT vs SONY
+39.5%
+156.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.0% | -4.9% | +5.9% | +2.2% |
| 30D | +2.8% | -1.6% | +4.4% | +3.1% |
| 3M | +18.1% | +10.0% | +8.1% | +15.0% |
| 6M | +59.2% | +8.4% | +50.8% | +55.0% |
| YTD | +51.5% | -8.4% | +59.9% | +54.4% |
| 1Y | +75.7% | -18.4% | +94.0% | +84.9% |
| All | +195.6% | +39.5% | +156.1% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling