+1.3%
FSLR vs BTG
+38.4%
-37.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -13.7% | +36.8% | -50.5% | -19.3% |
| 3M | -35.1% | +23.1% | -58.2% | -38.2% |
| 6M | +3.6% | +3.5% | +0.2% | 0.0% |
| YTD | -21.7% | +25.5% | -47.2% | -25.5% |
| 1Y | +1.3% | +40.1% | -38.8% | -5.8% |
| All | +1.3% | +38.4% | -37.1% | -5.8% |
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