+22.2%
SWK vs SONY
+373.2%
-351.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -1.4% | +0.3% | -1.6% | -1.5% |
| 30D | +25.5% | +11.1% | +14.3% | +19.2% |
| 3M | +11.8% | +14.7% | -2.9% | +4.4% |
| 6M | +48.7% | +18.8% | +29.9% | +35.5% |
| YTD | +57.2% | +5.7% | +51.4% | +50.8% |
| 1Y | +75.3% | -8.1% | +83.3% | +79.8% |
| 3Y | +51.9% | +64.0% | -12.0% | +14.0% |
| 5Y | -30.7% | +12.6% | -43.4% | -38.7% |
| All | +22.2% | +373.2% | -351.0% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling