-14.5%
FN vs SOLS
+23.7%
-38.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -6.9% | -6.1% |
| 7D | -4.1% | +5.3% | -9.4% | -6.8% |
| 30D | -28.3% | +6.0% | -34.3% | -30.1% |
| 3M | -33.9% | +7.9% | -41.8% | -36.0% |
| 6M | -43.9% | -16.7% | -27.2% | -39.0% |
| YTD | -23.4% | +34.3% | -57.7% | -29.3% |
| 1Y | -25.4% | +38.2% | -63.6% | -31.9% |
| All | -14.5% | +23.7% | -38.1% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling