+41.4%
FSLR vs BTSG
+389.4%
-348.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +2.2% | -3.3% | +5.5% | +2.9% |
| 30D | -7.8% | -1.6% | -6.2% | -7.6% |
| 3M | -22.9% | -6.9% | -16.0% | -22.7% |
| 6M | +4.4% | +42.1% | -37.7% | -5.7% |
| YTD | -20.0% | +56.8% | -76.8% | -29.4% |
| 1Y | +2.8% | +109.8% | -107.0% | -14.9% |
| All | +41.4% | +389.4% | -348.0% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling