-55.3%
FICO vs SOLS
+21.0%
-76.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.7% | -7.0% | +4.1% |
| 7D | -0.1% | +8.0% | -8.1% | +1.1% |
| 30D | +8.4% | +3.7% | +4.7% | +9.2% |
| 3M | -30.5% | +4.6% | -35.1% | -29.9% |
| 6M | -35.7% | -18.5% | -17.2% | -36.3% |
| YTD | -57.2% | +31.4% | -88.6% | -55.8% |
| 1Y | -58.4% | +34.5% | -92.9% | -57.0% |
| All | -55.3% | +21.0% | -76.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling