-60.3%
FCEL vs SONY
+39.5%
-99.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.5% |
| 7D | +15.1% | -4.9% | +20.0% | +17.8% |
| 30D | -16.4% | -1.6% | -14.8% | -16.3% |
| 3M | -5.3% | +10.0% | -15.3% | -13.2% |
| 6M | +124.5% | +8.4% | +116.1% | +105.8% |
| YTD | +126.7% | -8.4% | +135.1% | +134.1% |
| 1Y | +219.9% | -18.4% | +238.2% | +260.6% |
| All | -60.3% | +39.5% | -99.8% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling