+1,495.2%
SWK vs SONY
+607.5%
+887.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +11.0% | +6.7% | +4.3% | +8.7% |
| 30D | +30.1% | +14.8% | +15.3% | +24.5% |
| 3M | +14.7% | +16.9% | -2.2% | +9.0% |
| 6M | +44.5% | +30.2% | +14.3% | +31.8% |
| YTD | +59.4% | +5.5% | +53.9% | +55.3% |
| 1Y | +77.5% | -4.6% | +82.1% | +78.2% |
| 3Y | +49.5% | +57.2% | -7.8% | +26.8% |
| 5Y | -24.9% | +12.1% | -37.0% | -30.0% |
| 10Y | +31.8% | +361.6% | -329.8% | -19.7% |
| All | +1,495.2% | +607.5% | +887.6% | +660.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling