+15.5%
FSLR vs QXO
-47.2%
+62.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.1% |
| 7D | -0.1% | -8.7% | +8.6% | +0.1% |
| 30D | -14.0% | -21.0% | +7.0% | -13.5% |
| 3M | -16.9% | -18.4% | +1.5% | -16.5% |
| 6M | +4.7% | -43.0% | +47.8% | +5.9% |
| YTD | -20.7% | -36.3% | +15.6% | -20.0% |
| 1Y | +1.7% | -42.8% | +44.4% | +2.6% |
| All | +15.5% | -47.2% | +62.7% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling