+1,972.8%
STX vs SONY
+373.2%
+1,599.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.7% |
| 7D | +14.6% | +0.3% | +14.3% | +14.4% |
| 30D | -26.0% | +11.1% | -37.1% | -29.6% |
| 3M | -42.6% | +14.7% | -57.3% | -46.5% |
| 6M | -35.3% | +18.8% | -54.0% | -41.3% |
| YTD | +92.5% | +5.7% | +86.7% | +83.2% |
| 1Y | +102.4% | -8.1% | +110.4% | +104.8% |
| 3Y | +673.8% | +64.0% | +609.8% | +483.8% |
| 5Y | +463.1% | +12.6% | +450.4% | +390.6% |
| All | +1,972.8% | +373.2% | +1,599.7% | +893.5% |
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