-2.6%
SW vs SONY
+10.8%
-13.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.4% |
| 7D | +2.3% | +6.7% | -4.4% | +0.4% |
| 30D | +6.8% | +14.8% | -8.0% | +2.6% |
| 3M | -5.2% | +16.9% | -22.1% | -9.4% |
| 6M | +7.4% | +30.2% | -22.8% | -1.2% |
| YTD | +17.4% | +5.5% | +11.9% | +14.6% |
| 1Y | +27.1% | -4.6% | +31.7% | +27.3% |
| 3Y | +47.9% | +57.2% | -9.4% | +29.6% |
| All | -2.6% | +10.8% | -13.4% | -6.4% |
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