-43.6%
SWKS vs SONY
+10.8%
-54.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +2.2% |
| 7D | -6.2% | +6.7% | -12.9% | -9.3% |
| 30D | -1.5% | +14.8% | -16.3% | -8.4% |
| 3M | +23.0% | +16.9% | +6.1% | +12.6% |
| 6M | +27.6% | +30.2% | -2.6% | +8.8% |
| YTD | +32.3% | +5.5% | +26.8% | +26.6% |
| 1Y | +20.1% | -4.6% | +24.7% | +21.7% |
| 3Y | +0.6% | +57.2% | -56.6% | -28.2% |
| All | -43.6% | +10.8% | -54.4% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling