+453.5%
FSLR vs SPMO
+514.3%
-60.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | -14.0% | -0.7% | -13.3% | -13.8% |
| 3M | -16.9% | +2.8% | -19.7% | -19.4% |
| 6M | +4.7% | +24.4% | -19.7% | -13.2% |
| YTD | -20.7% | +24.2% | -44.9% | -34.5% |
| 1Y | +1.7% | +24.5% | -22.8% | -16.0% |
| 3Y | +13.1% | +155.6% | -142.5% | -50.5% |
| 5Y | +108.4% | +148.2% | -39.8% | -6.6% |
| All | +453.5% | +514.3% | -60.9% | +13.8% |
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