+476.2%
STX vs SONY
+12.1%
+464.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.6% |
| 7D | +14.6% | +0.3% | +14.3% | +14.5% |
| 30D | -26.0% | +11.1% | -37.1% | -29.1% |
| 3M | -42.6% | +14.7% | -57.3% | -46.0% |
| 6M | -35.3% | +18.8% | -54.0% | -40.5% |
| YTD | +92.5% | +5.7% | +86.7% | +85.5% |
| 1Y | +102.4% | -8.1% | +110.4% | +107.7% |
| 3Y | +673.8% | +64.0% | +609.8% | +478.7% |
| All | +476.2% | +12.1% | +464.1% | +378.8% |
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