+49.3%
SW vs SONY
+61.1%
-11.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -3.2% |
| 7D | +4.7% | +8.1% | -3.5% | +2.4% |
| 30D | +5.0% | +15.5% | -10.5% | +0.9% |
| 3M | -7.3% | +22.7% | -30.1% | -12.5% |
| 6M | +15.0% | +36.9% | -21.9% | +4.6% |
| YTD | +18.5% | +7.6% | +10.9% | +15.0% |
| 1Y | +27.1% | -1.9% | +29.1% | +26.0% |
| All | +49.3% | +61.1% | -11.8% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling