-29.1%
FSLR vs BTG
+392.0%
-421.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -13.7% | +36.8% | -50.5% | -16.8% |
| 3M | -35.1% | +23.1% | -58.2% | -36.7% |
| 6M | +3.6% | +3.5% | +0.2% | +2.5% |
| YTD | -21.7% | +25.5% | -47.2% | -24.4% |
| 1Y | +1.3% | +40.1% | -38.8% | -3.7% |
| 3Y | +9.7% | +101.1% | -91.4% | -0.9% |
| 5Y | +117.4% | +70.6% | +46.8% | +97.5% |
| 10Y | +435.5% | +152.1% | +283.4% | +345.1% |
| All | -29.1% | +392.0% | -421.1% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling