+2.4%
SWKS vs SONY
-10.8%
+13.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | +12.5% | -1.2% | +13.7% | +12.7% |
| 30D | +10.5% | +9.4% | +1.0% | +8.3% |
| 3M | -7.4% | +10.5% | -17.9% | -9.0% |
| 6M | +32.7% | +11.7% | +21.0% | +29.3% |
| YTD | +19.2% | -4.1% | +23.2% | +25.5% |
| 1Y | +2.4% | -11.8% | +14.2% | +15.0% |
| All | +2.4% | -10.8% | +13.2% | +15.0% |
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