+3.1%
FERG vs SOLS
+37.2%
-34.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.5% | +9.2% | +3.8% |
| 7D | +7.7% | -8.8% | +16.5% | +9.3% |
| 30D | +11.5% | -0.6% | +12.1% | +11.1% |
| 3M | -2.4% | -9.0% | +6.7% | -1.1% |
| 6M | -4.0% | -28.7% | +24.7% | +1.5% |
| YTD | +13.4% | +19.2% | -5.8% | +8.4% |
| 1Y | +3.1% | +32.6% | -29.5% | -4.0% |
| All | +3.1% | +37.2% | -34.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling