+1.3%
FSLR vs XPO
+53.4%
-52.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -2.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.5% |
| 30D | -13.7% | -3.5% | -10.1% | -13.2% |
| 3M | -35.1% | -11.9% | -23.2% | -33.4% |
| 6M | +3.6% | -10.0% | +13.6% | +4.8% |
| YTD | -21.7% | +42.1% | -63.8% | -27.4% |
| 1Y | +1.3% | +47.6% | -46.3% | -3.4% |
| All | +1.3% | +53.4% | -52.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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