+1.3%
FSLR vs QXO
-34.8%
+36.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -13.7% | -16.0% | +2.4% | -10.1% |
| 3M | -35.1% | -17.7% | -17.3% | -32.7% |
| 6M | +3.6% | -42.6% | +46.2% | +12.6% |
| YTD | -21.7% | -30.8% | +9.1% | -17.3% |
| 1Y | +1.3% | -35.3% | +36.6% | +10.6% |
| All | +1.3% | -34.8% | +36.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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