-9.1%
BITO vs FSLR
+105.0%
-114.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.6% |
| 7D | +1.5% | +6.8% | -5.3% | +0.4% |
| 30D | +20.0% | -14.7% | +34.8% | +23.2% |
| 3M | +22.8% | -22.6% | +45.3% | +27.8% |
| 6M | +13.1% | +12.7% | +0.4% | +9.6% |
| YTD | -12.5% | -18.4% | +5.9% | -10.9% |
| 1Y | -32.6% | +4.9% | -37.5% | -34.6% |
| 3Y | +151.0% | +16.4% | +134.7% | +121.4% |
| All | -9.1% | +105.0% | -114.1% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 all: compounded portfolio wealth divided by compounded FSLR 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…
all analysis · Full analysis span regression · 6 months rolling