-26.0%
FSLR vs BTSG
+111.7%
-137.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +10.3% | +17.4% | -7.1% | +6.5% |
| 30D | +10.4% | +12.6% | -2.2% | +7.6% |
| 3M | -20.2% | +11.2% | -31.4% | -22.2% |
| 6M | -8.0% | +30.4% | -38.4% | -17.8% |
| YTD | -25.5% | +86.4% | -111.9% | -42.4% |
| 1Y | -26.0% | +117.9% | -143.9% | -46.8% |
| All | -26.0% | +111.7% | -137.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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