+4.3%
FFIV vs SOLS
+25.7%
-21.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -0.5% | +14.0% | -14.5% | -1.8% |
| 30D | -32.4% | +10.0% | -42.4% | -33.0% |
| 3M | -25.7% | +5.8% | -31.5% | -26.2% |
| 6M | -13.5% | -25.2% | +11.7% | -13.0% |
| YTD | +21.1% | +36.5% | -15.4% | +14.9% |
| 1Y | +29.4% | +45.0% | -15.6% | +21.8% |
| All | +4.3% | +25.7% | -21.5% | -2.0% |
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 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