+420.9%
FSLR vs XPO
+1,236.5%
-815.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | -12.0% | +6.9% | -18.8% | -13.5% |
| 30D | -7.7% | +4.1% | -11.8% | -8.9% |
| 3M | -24.0% | -9.7% | -14.3% | -22.4% |
| 6M | -24.4% | -3.8% | -20.7% | -24.3% |
| YTD | -34.0% | +38.8% | -72.8% | -40.3% |
| 1Y | -35.6% | +34.2% | -69.8% | -41.3% |
| 3Y | +28.7% | +126.9% | -98.3% | -3.6% |
| 5Y | +55.3% | +297.5% | -242.2% | -6.7% |
| All | +420.9% | +1,236.5% | -815.6% | +130.3% |
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