+123.8%
STX vs SONY
-6.4%
+130.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.3% | -7.8% |
| 7D | -20.2% | +2.9% | -23.1% | -19.8% |
| 30D | -37.2% | +10.2% | -47.4% | -36.5% |
| 3M | -34.1% | +16.1% | -50.2% | -33.7% |
| 6M | -24.5% | +32.1% | -56.6% | -27.2% |
| YTD | +102.9% | +1.4% | +101.6% | +115.4% |
| 1Y | +123.8% | -7.0% | +130.8% | +143.3% |
| All | +123.8% | -6.4% | +130.2% | +143.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling