-55.6%
FICO vs SOLS
+25.7%
-81.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.3% |
| 7D | +2.2% | +14.0% | -11.8% | +4.2% |
| 30D | +0.1% | +10.0% | -9.9% | +1.7% |
| 3M | -35.2% | +5.8% | -41.0% | -34.5% |
| 6M | -32.4% | -25.2% | -7.2% | -33.4% |
| YTD | -57.4% | +36.5% | -93.9% | -55.7% |
| 1Y | -58.5% | +45.0% | -103.6% | -56.7% |
| All | -55.6% | +25.7% | -81.3% | -53.8% |
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