+32.4%
SWKS vs SONY
+376.6%
-344.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.7% | +6.1% | -8.8% | -6.1% |
| 30D | +8.5% | +12.2% | -3.7% | +1.4% |
| 3M | +17.3% | +15.3% | +1.9% | +7.1% |
| 6M | +25.1% | +34.3% | -9.2% | +3.4% |
| YTD | +33.3% | +5.7% | +27.6% | +25.8% |
| 1Y | +22.9% | -2.3% | +25.2% | +21.3% |
| 3Y | +5.5% | +67.1% | -61.6% | -27.9% |
| 5Y | -41.9% | +13.0% | -54.9% | -50.1% |
| 10Y | +32.4% | +372.1% | -339.6% | -43.2% |
| All | +32.4% | +376.6% | -344.2% | -43.2% |
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