+7.9%
FFIV vs SOLS
+27.7%
-19.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.5% |
| 7D | -2.9% | +16.4% | -19.3% | -4.4% |
| 30D | -32.4% | +10.6% | -43.0% | -33.1% |
| 3M | -22.7% | +10.0% | -32.7% | -23.5% |
| 6M | -10.7% | -21.2% | +10.5% | -10.5% |
| YTD | +25.4% | +38.7% | -13.3% | +18.7% |
| 1Y | +34.2% | +46.1% | -11.9% | +26.0% |
| All | +7.9% | +27.7% | -19.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling