+51.0%
SWKS vs SONY
+366.0%
-315.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | +10.9% | -3.2% | +14.1% | +12.8% |
| 30D | +17.6% | +9.6% | +8.0% | +11.3% |
| 3M | +29.2% | +13.3% | +16.0% | +19.2% |
| 6M | +37.0% | +20.3% | +16.6% | +20.8% |
| YTD | +44.9% | +4.1% | +40.8% | +37.8% |
| 1Y | +33.8% | -11.9% | +45.7% | +40.5% |
| 3Y | +10.2% | +56.6% | -46.4% | -21.6% |
| 5Y | -37.0% | +10.9% | -47.9% | -45.4% |
| All | +51.0% | +366.0% | -315.0% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling