+77.5%
SWK vs SONY
-4.4%
+82.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +11.0% | +6.7% | +4.3% | +8.9% |
| 30D | +30.1% | +14.8% | +15.3% | +25.1% |
| 3M | +14.7% | +16.9% | -2.2% | +9.7% |
| 6M | +44.5% | +30.2% | +14.3% | +32.3% |
| YTD | +59.4% | +5.5% | +53.9% | +52.6% |
| 1Y | +77.5% | -4.6% | +82.1% | +72.7% |
| All | +77.5% | -4.4% | +82.0% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling