-99.1%
FCEL vs SONY
+293.1%
-392.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.7% |
| 7D | +6.3% | -2.7% | +9.0% | +7.9% |
| 30D | -26.7% | +1.5% | -28.2% | -28.2% |
| 3M | -10.2% | +13.0% | -23.2% | -21.2% |
| 6M | +123.5% | +11.2% | +112.3% | +96.9% |
| YTD | +117.4% | -6.6% | +124.0% | +121.5% |
| 1Y | +146.0% | -18.1% | +164.1% | +181.0% |
| 3Y | -61.9% | +42.1% | -104.0% | -74.0% |
| 5Y | -90.5% | +11.0% | -101.6% | -91.8% |
| All | -99.1% | +293.1% | -392.2% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling