+418.1%
FSLR vs BTG
+164.8%
+253.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -14.8% | -9.1% | -5.7% | -13.7% |
| 30D | -4.3% | -1.6% | -2.7% | -4.2% |
| 3M | -23.4% | -2.8% | -20.6% | -23.3% |
| 6M | -26.9% | -7.6% | -19.3% | -26.8% |
| YTD | -34.4% | +10.2% | -44.6% | -36.2% |
| 1Y | -33.2% | +21.3% | -54.5% | -35.8% |
| 3Y | +28.1% | +82.7% | -54.6% | +14.1% |
| 5Y | +54.5% | +30.8% | +23.7% | +40.9% |
| All | +418.1% | +164.8% | +253.3% | +314.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling