+183.1%
STT vs SONY
+63.5%
+119.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.5% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +3.9% | +11.1% | -7.2% | +1.3% |
| 3M | -8.2% | +14.7% | -22.8% | -11.2% |
| 6M | +15.6% | +18.8% | -3.2% | +10.6% |
| YTD | +37.6% | +5.7% | +31.9% | +35.5% |
| 1Y | +50.1% | -8.1% | +58.2% | +53.8% |
| 3Y | +183.1% | +64.0% | +119.1% | +164.7% |
| All | +183.1% | +63.5% | +119.5% | +164.7% |
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