+28.7%
SWK vs SONY
+369.0%
-340.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | +11.0% | +6.7% | +4.3% | +7.5% |
| 30D | +30.1% | +14.8% | +15.3% | +21.7% |
| 3M | +14.7% | +16.9% | -2.2% | +6.1% |
| 6M | +44.5% | +30.2% | +14.3% | +25.5% |
| YTD | +59.4% | +5.5% | +53.9% | +53.2% |
| 1Y | +77.5% | -4.6% | +82.1% | +78.5% |
| 3Y | +49.5% | +57.2% | -7.8% | +14.4% |
| 5Y | -24.9% | +12.1% | -37.0% | -33.4% |
| All | +28.7% | +369.0% | -340.3% | -36.4% |
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 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