+7,325.6%
STT vs SONY
+543.6%
+6,782.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +0.5% | -1.2% | +1.6% | +0.9% |
| 30D | +3.9% | +9.4% | -5.6% | +0.3% |
| 3M | +20.0% | +10.5% | +9.5% | +14.8% |
| 6M | +55.3% | +11.7% | +43.6% | +47.5% |
| YTD | +53.3% | -4.1% | +57.4% | +53.7% |
| 1Y | +74.7% | -11.8% | +86.5% | +80.0% |
| 3Y | +205.8% | +45.9% | +159.9% | +154.8% |
| 5Y | +145.0% | +16.3% | +128.7% | +120.1% |
| 10Y | +266.0% | +297.6% | -31.6% | +101.7% |
| All | +7,325.6% | +543.6% | +6,782.1% | +2,881.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling