+16.6%
FSLR vs BTSG
+495.4%
-478.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -12.0% | +8.5% | -20.5% | -13.5% |
| 30D | -7.7% | +14.0% | -21.7% | -10.4% |
| 3M | -24.0% | +19.7% | -43.7% | -27.3% |
| 6M | -24.4% | +28.7% | -53.2% | -29.8% |
| YTD | -34.0% | +90.8% | -124.8% | -44.4% |
| 1Y | -35.6% | +112.4% | -148.0% | -47.0% |
| All | +16.6% | +495.4% | -478.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling