+3.3%
FE vs SOLS
+10.3%
-7.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.4% |
| 7D | 0.0% | -4.2% | +4.2% | 0.0% |
| 30D | +5.2% | -3.9% | +9.1% | +5.1% |
| 3M | 0.0% | -6.6% | +6.6% | -0.1% |
| 6M | +5.0% | -29.1% | +34.2% | +5.2% |
| YTD | +7.9% | +19.8% | -11.9% | +8.0% |
| 1Y | +6.3% | +29.2% | -22.9% | +6.6% |
| All | +3.3% | +10.3% | -7.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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