+44.3%
FSLR vs BTSG
+421.3%
-377.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.6% |
| 7D | +6.8% | +5.7% | +1.1% | +5.5% |
| 30D | -14.7% | +0.2% | -14.9% | -14.9% |
| 3M | -22.6% | +5.6% | -28.2% | -24.5% |
| 6M | +12.7% | +50.8% | -38.1% | +0.6% |
| YTD | -18.4% | +67.0% | -85.4% | -28.9% |
| 1Y | +4.9% | +145.5% | -140.6% | -16.0% |
| All | +44.3% | +421.3% | -377.1% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling