+16.4%
FSLR vs XPO
+159.4%
-143.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.5% |
| 7D | +6.8% | +2.7% | +4.1% | +6.3% |
| 30D | -14.7% | -6.2% | -8.5% | -14.0% |
| 3M | -22.6% | -15.4% | -7.2% | -20.7% |
| 6M | +12.7% | +0.7% | +12.0% | +12.2% |
| YTD | -18.4% | +39.8% | -58.2% | -22.7% |
| 1Y | +4.9% | +43.3% | -38.4% | -1.1% |
| 3Y | +16.4% | +166.0% | -149.6% | +1.2% |
| All | +16.4% | +159.4% | -143.0% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling