-50.3%
SWKS vs SONY
+9.8%
-60.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +6.8% | -4.9% | +11.7% | +9.4% |
| 30D | +11.3% | -1.6% | +12.9% | +11.8% |
| 3M | +4.1% | +10.0% | -5.9% | -2.1% |
| 6M | +39.7% | +8.4% | +31.2% | +31.3% |
| YTD | +23.2% | -8.4% | +31.7% | +27.3% |
| 1Y | +5.3% | -18.4% | +23.6% | +16.0% |
| 3Y | -15.1% | +41.0% | -56.1% | -36.0% |
| 5Y | -50.3% | +9.3% | -59.6% | -57.0% |
| All | -50.3% | +9.8% | -60.1% | -57.0% |
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