+42.4%
FCEL vs SONY
-6.4%
+48.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -6.3% |
| 7D | -14.9% | +2.9% | -17.8% | -15.3% |
| 30D | -41.7% | +10.2% | -51.9% | -43.2% |
| 3M | -53.2% | +16.1% | -69.3% | -55.7% |
| 6M | -19.0% | +32.1% | -51.2% | -31.6% |
| YTD | +44.2% | +1.4% | +42.8% | +46.6% |
| 1Y | +42.4% | -7.0% | +49.5% | +52.9% |
| All | +42.4% | -6.4% | +48.8% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling