+418.1%
FSLR vs SPMO
+460.5%
-42.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.8% |
| 7D | -14.8% | +6.3% | -21.1% | -19.4% |
| 30D | -4.3% | -8.9% | +4.6% | +2.3% |
| 3M | -23.4% | -13.2% | -10.2% | -14.8% |
| 6M | -26.9% | -9.3% | -17.7% | -21.8% |
| YTD | -34.4% | +11.6% | -45.9% | -41.4% |
| 1Y | -33.2% | +13.4% | -46.6% | -41.1% |
| 3Y | +28.1% | +122.9% | -94.8% | -37.8% |
| 5Y | +54.5% | +113.9% | -59.4% | -22.4% |
| All | +418.1% | +460.5% | -42.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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