+1,376.8%
STX vs SONY
+39.5%
+1,337.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | +9.6% | -4.9% | +14.5% | +10.8% |
| 30D | +10.6% | -1.6% | +12.2% | +10.7% |
| 3M | +4.8% | +10.0% | -5.2% | +1.1% |
| 6M | +137.3% | +8.4% | +128.8% | +129.2% |
| YTD | +222.5% | -8.4% | +230.9% | +229.9% |
| 1Y | +366.2% | -18.4% | +384.6% | +393.4% |
| All | +1,376.8% | +39.5% | +1,337.3% | +1,187.0% |
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