+12.5%
STZ vs SONY
+366.6%
-354.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +5.3% | +5.2% | +0.1% | +4.1% |
| 30D | +19.6% | +10.7% | +8.9% | +17.0% |
| 3M | +10.0% | +12.1% | -2.2% | +7.3% |
| 6M | -0.3% | +32.6% | -32.8% | -6.5% |
| YTD | +8.6% | +4.3% | +4.2% | +7.0% |
| 1Y | +16.6% | -4.5% | +21.1% | +17.1% |
| 3Y | -34.8% | +56.9% | -91.7% | -42.9% |
| 5Y | -27.8% | +12.5% | -40.3% | -32.1% |
| 10Y | +12.5% | +371.7% | -359.2% | -24.3% |
| All | +12.5% | +366.6% | -354.1% | -24.3% |
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