-26.0%
FSLR vs BTG
+24.4%
-50.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.7% | -4.1% | +2.4% |
| 7D | +10.3% | -0.2% | +10.5% | +10.2% |
| 30D | +10.4% | -0.8% | +11.2% | +10.3% |
| 3M | -20.2% | +31.8% | -52.0% | -26.9% |
| 6M | -8.0% | +20.4% | -28.4% | -13.7% |
| YTD | -25.5% | +14.7% | -40.3% | -32.2% |
| 1Y | -26.0% | +29.4% | -55.3% | -36.0% |
| All | -26.0% | +24.4% | -50.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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