+3,343.4%
STX vs SONY
+293.1%
+3,050.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.4% |
| 7D | -2.3% | -2.7% | +0.4% | -1.4% |
| 30D | -5.5% | +1.5% | -7.0% | -6.4% |
| 3M | -4.3% | +13.0% | -17.3% | -10.6% |
| 6M | +115.6% | +11.2% | +104.4% | +102.4% |
| YTD | +202.2% | -6.6% | +208.8% | +205.7% |
| 1Y | +325.3% | -18.1% | +343.4% | +352.5% |
| 3Y | +1,283.9% | +42.1% | +1,241.8% | +1,017.9% |
| 5Y | +1,048.3% | +11.0% | +1,037.3% | +913.4% |
| All | +3,343.4% | +293.1% | +3,050.4% | +1,741.7% |
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 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