+418.1%
FSLR vs SONY
+373.2%
+44.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.1% |
| 7D | -14.8% | +0.3% | -15.0% | -14.9% |
| 30D | -4.3% | +11.1% | -15.4% | -8.1% |
| 3M | -23.4% | +14.7% | -38.0% | -27.4% |
| 6M | -26.9% | +18.8% | -45.7% | -32.1% |
| YTD | -34.4% | +5.7% | -40.1% | -36.5% |
| 1Y | -33.2% | -8.1% | -25.2% | -31.9% |
| 3Y | +28.1% | +64.0% | -35.9% | 0.0% |
| 5Y | +54.5% | +12.6% | +41.9% | +39.0% |
| All | +418.1% | +373.2% | +44.9% | +206.4% |
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