+182.7%
SW vs SONY
+369.0%
-186.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.5% |
| 7D | +2.3% | +6.7% | -4.4% | +0.9% |
| 30D | +6.8% | +14.8% | -8.0% | +3.7% |
| 3M | -5.2% | +16.9% | -22.1% | -8.3% |
| 6M | +7.4% | +30.2% | -22.8% | +1.2% |
| YTD | +17.4% | +5.5% | +11.9% | +15.4% |
| 1Y | +27.1% | -4.6% | +31.7% | +27.2% |
| 3Y | +47.9% | +57.2% | -9.4% | +34.8% |
| 5Y | -2.6% | +12.1% | -14.6% | -7.8% |
| All | +182.7% | +369.0% | -186.3% | +124.9% |
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