-42.4%
FICO vs SOLS
+22.7%
-65.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.3% |
| 7D | -15.4% | +4.5% | -20.0% | -14.6% |
| 30D | -10.4% | +6.0% | -16.4% | -9.2% |
| 3M | -22.7% | -19.7% | -3.0% | -23.3% |
| 6M | -36.8% | -10.4% | -26.4% | -36.4% |
| YTD | -44.8% | +33.3% | -78.0% | -42.7% |
| All | -42.4% | +22.7% | -65.1% | -40.2% |
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