+447.0%
FSLR vs XPO
+1,410.5%
-963.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.7% | -4.0% |
| 7D | +0.2% | -0.9% | +1.2% | +0.4% |
| 30D | -15.1% | -8.1% | -7.0% | -13.5% |
| 3M | -22.5% | -19.0% | -3.5% | -18.7% |
| 6M | +4.0% | -5.2% | +9.1% | +4.6% |
| YTD | -22.3% | +35.6% | -57.8% | -28.9% |
| 1Y | 0.0% | +41.1% | -41.1% | -9.9% |
| 3Y | +10.9% | +157.9% | -147.1% | -19.6% |
| 5Y | +105.4% | +265.6% | -160.3% | +27.6% |
| 10Y | +447.0% | +1,516.8% | -1,069.8% | +186.1% |
| All | +447.0% | +1,410.5% | -963.5% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling