+784.6%
FSLR vs QXO
-5.4%
+790.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -4.7% |
| 7D | +0.2% | -3.9% | +4.1% | +0.3% |
| 30D | -15.1% | -17.4% | +2.2% | -14.9% |
| 3M | -22.5% | -22.5% | 0.0% | -22.3% |
| 6M | +4.0% | -41.4% | +45.4% | +4.5% |
| YTD | -22.3% | -34.1% | +11.9% | -21.9% |
| 1Y | 0.0% | -40.8% | +40.8% | +0.5% |
| 3Y | +10.9% | -43.9% | +54.8% | +9.1% |
| 5Y | +105.4% | -69.6% | +175.0% | +102.1% |
| 10Y | +447.0% | +41.0% | +406.0% | +440.2% |
| All | +784.6% | -5.4% | +790.0% | +783.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling