+37.4%
FSLR vs BTSG
+416.6%
-379.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.6% |
| 7D | +0.2% | +2.9% | -2.6% | -0.4% |
| 30D | -15.1% | +0.9% | -16.0% | -15.4% |
| 3M | -22.5% | +1.6% | -24.2% | -23.7% |
| 6M | +4.0% | +46.8% | -42.8% | -6.6% |
| YTD | -22.3% | +65.5% | -87.8% | -32.2% |
| 1Y | 0.0% | +136.2% | -136.2% | -19.3% |
| All | +37.4% | +416.6% | -379.2% | -10.5% |
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