+51.6%
SW vs SONY
+51.8%
-0.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.5% |
| 7D | +12.1% | +2.9% | +9.2% | +11.2% |
| 30D | +6.6% | +10.2% | -3.7% | +3.8% |
| 3M | -6.0% | +16.1% | -22.1% | -9.8% |
| 6M | +21.5% | +32.1% | -10.7% | +11.7% |
| YTD | +20.3% | +1.4% | +19.0% | +18.8% |
| 1Y | +28.1% | -7.0% | +35.2% | +29.0% |
| All | +51.6% | +51.8% | -0.2% | +43.8% |
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