-36.7%
SWK vs SONY
+16.3%
-53.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.6% |
| 7D | -0.4% | -1.2% | +0.7% | 0.0% |
| 30D | -5.7% | +9.4% | -15.2% | -9.4% |
| 3M | +24.1% | +10.5% | +13.6% | +18.2% |
| 6M | +24.7% | +11.7% | +13.0% | +17.6% |
| YTD | +33.9% | -4.1% | +38.0% | +34.9% |
| 1Y | +34.7% | -11.8% | +46.5% | +40.3% |
| 3Y | +15.3% | +45.9% | -30.6% | -5.8% |
| All | -36.7% | +16.3% | -53.0% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling