+302.2%
FSLR vs SPMO
+572.4%
-270.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.8% |
| 7D | 0.0% | +2.0% | -2.0% | -1.7% |
| 30D | -13.7% | -0.4% | -13.3% | -13.7% |
| 3M | -35.1% | -1.9% | -33.2% | -34.2% |
| 6M | +3.6% | +25.0% | -21.4% | -14.1% |
| YTD | -21.7% | +26.0% | -47.8% | -36.0% |
| 1Y | +1.3% | +28.7% | -27.4% | -18.3% |
| 3Y | +9.7% | +160.9% | -151.2% | -52.1% |
| 5Y | +117.4% | +147.9% | -30.6% | -1.1% |
| 10Y | +435.5% | +518.9% | -83.4% | +25.4% |
| All | +302.2% | +572.4% | -270.2% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling