+237.2%
FSLR vs SPMO
+495.2%
-258.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.8% |
| 7D | -14.8% | +6.3% | -21.1% | -19.3% |
| 30D | -4.3% | -8.9% | +4.6% | +2.2% |
| 3M | -23.4% | -13.2% | -10.2% | -14.9% |
| 6M | -26.9% | -9.3% | -17.7% | -21.9% |
| YTD | -34.4% | +11.6% | -45.9% | -41.3% |
| 1Y | -33.2% | +13.4% | -46.6% | -40.9% |
| 3Y | +28.1% | +122.9% | -94.8% | -36.9% |
| 5Y | +54.5% | +113.9% | -59.4% | -21.3% |
| 10Y | +434.6% | +460.5% | -25.9% | +35.7% |
| All | +237.2% | +495.2% | -258.0% | -15.6% |
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