+420.9%
FSLR vs BTI
+128.6%
+292.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -12.0% | -3.2% | -8.8% | -11.5% |
| 30D | -7.7% | +9.7% | -17.3% | -9.1% |
| 3M | -24.0% | +11.1% | -35.1% | -25.4% |
| 6M | -24.4% | -1.2% | -23.2% | -24.7% |
| YTD | -34.0% | +12.7% | -46.7% | -36.1% |
| 1Y | -35.6% | +15.8% | -51.4% | -37.9% |
| 3Y | +28.7% | +148.9% | -120.2% | +4.9% |
| 5Y | +55.3% | +151.9% | -96.6% | +22.7% |
| All | +420.9% | +128.6% | +292.2% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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