+1,077.4%
STX vs SONY
+9.8%
+1,067.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | +9.6% | -4.9% | +14.5% | +11.5% |
| 30D | +10.6% | -1.6% | +12.2% | +10.9% |
| 3M | +4.8% | +10.0% | -5.2% | -0.7% |
| 6M | +137.3% | +8.4% | +128.8% | +125.5% |
| YTD | +222.5% | -8.4% | +230.9% | +230.3% |
| 1Y | +366.2% | -18.4% | +384.6% | +398.8% |
| 3Y | +1,352.9% | +41.0% | +1,311.9% | +1,053.6% |
| 5Y | +1,077.4% | +9.3% | +1,068.2% | +891.6% |
| All | +1,077.4% | +9.8% | +1,067.6% | +891.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling