-14.6%
FLUT vs SOLS
-21.6%
+7.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -4.2% |
| 7D | -1.2% | +20.8% | -22.0% | +1.5% |
| 30D | +5.0% | +9.2% | -4.2% | +6.4% |
| 3M | -16.4% | +7.1% | -23.5% | -16.4% |
| 6M | -14.6% | -23.7% | +9.1% | -21.2% |
| All | -14.6% | -21.6% | +7.0% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling