+31.4%
SWKS vs SONY
+375.6%
-344.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.3% |
| 7D | -6.2% | +6.7% | -12.9% | -9.7% |
| 30D | -1.5% | +14.8% | -16.3% | -9.1% |
| 3M | +23.0% | +16.9% | +6.1% | +11.5% |
| 6M | +27.6% | +30.2% | -2.6% | +7.3% |
| YTD | +32.3% | +5.5% | +26.8% | +25.0% |
| 1Y | +20.1% | -4.6% | +24.7% | +20.1% |
| 3Y | +0.6% | +57.2% | -56.6% | -28.6% |
| 5Y | -42.3% | +12.1% | -54.4% | -50.2% |
| All | +31.4% | +375.6% | -344.2% | -43.6% |
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