-56.5%
FICO vs SOLS
+10.3%
-66.8%
-67.9%
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 | -0.9% | -4.2% | +3.3% | -1.5% |
| 30D | +3.3% | -3.9% | +7.3% | +2.9% |
| 3M | -31.7% | -6.6% | -25.1% | -32.3% |
| 6M | -34.0% | -29.1% | -4.8% | -35.6% |
| YTD | -58.3% | +19.8% | -78.1% | -57.5% |
| 1Y | -57.9% | +29.2% | -87.2% | -56.7% |
| All | -56.5% | +10.3% | -66.8% | -55.7% |
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