+755.0%
SW vs SONY
+187.6%
+567.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -5.1% | -1.2% | -3.9% | -5.0% |
| 30D | -4.6% | +9.4% | -14.0% | -5.2% |
| 3M | +9.4% | +10.5% | -1.1% | +8.5% |
| 6M | +3.5% | +11.7% | -8.2% | +2.5% |
| YTD | +22.0% | -4.1% | +26.1% | +22.1% |
| 1Y | +2.2% | -11.8% | +14.0% | +2.8% |
| 3Y | +19.6% | +45.9% | -26.3% | +17.0% |
| 5Y | -2.3% | +16.3% | -18.6% | -4.0% |
| 10Y | +181.4% | +297.6% | -116.2% | +173.8% |
| All | +755.0% | +187.6% | +567.4% | +926.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling