-29.4%
STZ vs SONY
+10.8%
-40.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | +4.9% | +6.7% | -1.8% | +3.8% |
| 30D | +20.9% | +14.8% | +6.1% | +18.4% |
| 3M | +8.0% | +16.9% | -8.9% | +5.6% |
| 6M | -5.3% | +30.2% | -35.5% | -8.9% |
| YTD | +5.9% | +5.5% | +0.5% | +5.0% |
| 1Y | +14.2% | -4.6% | +18.8% | +14.9% |
| 3Y | -37.0% | +57.2% | -94.2% | -42.2% |
| All | -29.4% | +10.8% | -40.2% | -30.7% |
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