+147.8%
SW vs SONY
+291.0%
-143.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -5.1% | -1.2% | -3.9% | -4.9% |
| 30D | -4.6% | +9.4% | -14.0% | -6.4% |
| 3M | +9.4% | +10.5% | -1.1% | +6.9% |
| 6M | +3.5% | +11.7% | -8.2% | +0.7% |
| YTD | +22.0% | -4.1% | +26.1% | +22.4% |
| 1Y | +2.2% | -11.8% | +14.0% | +4.0% |
| 3Y | +19.6% | +45.9% | -26.3% | +10.7% |
| 5Y | -2.3% | +16.3% | -18.6% | -7.3% |
| All | +147.8% | +291.0% | -143.2% | +102.5% |
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