+104.3%
FSLR vs BTG
+80.2%
+24.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.4% | -5.1% |
| 7D | +0.2% | +2.4% | -2.2% | -0.3% |
| 30D | -15.1% | +9.5% | -24.6% | -16.9% |
| 3M | -22.5% | +38.5% | -61.0% | -28.1% |
| 6M | +4.0% | +5.6% | -1.7% | +1.1% |
| YTD | -22.3% | +23.9% | -46.2% | -27.1% |
| 1Y | 0.0% | +32.1% | -32.1% | -8.5% |
| 3Y | +10.9% | +103.2% | -92.3% | -10.8% |
| All | +104.3% | +80.2% | +24.1% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling