+28.1%
FSLR vs SONY
+63.5%
-35.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | -14.8% | +0.3% | -15.0% | -14.8% |
| 30D | -4.3% | +11.1% | -15.4% | -6.3% |
| 3M | -23.4% | +14.7% | -38.0% | -25.5% |
| 6M | -26.9% | +18.8% | -45.7% | -29.6% |
| YTD | -34.4% | +5.7% | -40.1% | -35.2% |
| 1Y | -33.2% | -8.1% | -25.2% | -31.8% |
| 3Y | +28.1% | +64.0% | -35.9% | +14.5% |
| All | +28.1% | +63.5% | -35.5% | +14.5% |
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