+2.8%
FSLR vs QXO
-42.3%
+45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.2% | -7.8% | +10.0% | +4.3% |
| 30D | -7.8% | -18.1% | +10.3% | -3.4% |
| 3M | -22.9% | -25.8% | +2.8% | -18.1% |
| 6M | +4.4% | -41.7% | +46.1% | +14.1% |
| YTD | -20.0% | -36.2% | +16.2% | -13.8% |
| 1Y | +2.8% | -42.1% | +44.9% | +15.7% |
| All | +2.8% | -42.3% | +45.1% | +15.7% |
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