-26.0%
FSLR vs SONY
-6.4%
-19.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.4% |
| 7D | +10.3% | +2.9% | +7.4% | +10.0% |
| 30D | +10.4% | +10.2% | +0.2% | +9.2% |
| 3M | -20.2% | +16.1% | -36.3% | -21.5% |
| 6M | -8.0% | +32.1% | -40.1% | -11.6% |
| YTD | -25.5% | +1.4% | -26.9% | -23.8% |
| 1Y | -26.0% | -7.0% | -18.9% | -22.1% |
| All | -26.0% | -6.4% | -19.6% | -22.1% |
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