+743.1%
SW vs SONY
+203.9%
+539.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.9% |
| 7D | +12.1% | +2.9% | +9.2% | +11.8% |
| 30D | +6.6% | +10.2% | -3.7% | +5.8% |
| 3M | -6.0% | +16.1% | -22.1% | -7.1% |
| 6M | +21.5% | +32.1% | -10.7% | +18.9% |
| YTD | +20.3% | +1.4% | +19.0% | +19.9% |
| 1Y | +28.1% | -7.0% | +35.2% | +28.4% |
| 3Y | +51.6% | +49.8% | +1.7% | +47.9% |
| 5Y | -0.1% | +8.2% | -8.3% | -1.9% |
| 10Y | +189.7% | +343.6% | -153.9% | +181.0% |
| All | +743.1% | +203.9% | +539.2% | +908.0% |
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