-99.7%
FCEL vs SONY
+806.5%
-906.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -4.2% | +23.0% | +21.0% |
| 7D | +4.0% | -5.2% | +9.1% | +6.5% |
| 30D | -13.1% | +0.3% | -13.4% | -13.7% |
| 3M | +14.6% | +6.2% | +8.4% | +8.8% |
| 6M | +133.7% | +9.5% | +124.1% | +117.8% |
| YTD | +143.0% | -8.1% | +151.0% | +148.6% |
| 1Y | +320.9% | -17.9% | +338.8% | +359.8% |
| 3Y | -58.9% | +41.5% | -100.4% | -66.7% |
| 5Y | -89.7% | +11.8% | -101.5% | -90.2% |
| 10Y | -99.1% | +275.4% | -374.5% | -99.5% |
| All | -99.7% | +806.5% | -906.2% | -99.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling