+46.1%
SWK vs SONY
+21.8%
+24.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | -2.0% | -3.2% | +1.2% | -1.3% |
| 30D | +24.6% | +9.6% | +15.0% | +22.4% |
| 3M | +10.8% | +13.3% | -2.5% | +8.5% |
| 6M | +46.1% | +20.3% | +25.8% | +37.9% |
| All | +46.1% | +21.8% | +24.2% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling