+31.0%
SWKS vs SONY
+271.8%
-240.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +4.2% |
| 7D | +11.8% | -5.2% | +17.0% | +14.9% |
| 30D | +6.7% | +0.3% | +6.4% | +6.1% |
| 3M | 0.0% | +6.2% | -6.2% | -4.5% |
| 6M | +38.7% | +9.5% | +29.2% | +28.9% |
| YTD | +21.4% | -8.1% | +29.4% | +24.6% |
| 1Y | +2.9% | -17.9% | +20.8% | +12.6% |
| 3Y | -16.4% | +41.5% | -57.9% | -36.9% |
| 5Y | -51.2% | +11.8% | -63.0% | -57.9% |
| 10Y | +31.0% | +275.4% | -244.4% | -36.9% |
| All | +31.0% | +271.8% | -240.8% | -36.9% |
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 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