+16.6%
STZ vs SONY
-4.4%
+21.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +5.3% | +5.2% | +0.1% | +4.7% |
| 30D | +19.6% | +10.7% | +8.9% | +18.4% |
| 3M | +10.0% | +12.1% | -2.2% | +8.9% |
| 6M | -0.3% | +32.6% | -32.8% | -0.8% |
| YTD | +8.6% | +4.3% | +4.2% | +9.7% |
| 1Y | +16.6% | -4.5% | +21.1% | +18.4% |
| All | +16.6% | -4.4% | +21.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling