-17.1%
SWKS vs SONY
+46.4%
-63.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | +12.5% | -1.2% | +13.7% | +12.9% |
| 30D | +10.5% | +9.4% | +1.0% | +6.8% |
| 3M | -7.4% | +10.5% | -17.9% | -11.0% |
| 6M | +32.7% | +11.7% | +21.0% | +26.1% |
| YTD | +19.2% | -4.1% | +23.2% | +21.1% |
| 1Y | +2.4% | -11.8% | +14.2% | +7.8% |
| All | -17.1% | +46.4% | -63.5% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling