-22.6%
FPS vs SOLS
-9.2%
-13.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.5% | -10.8% | -12.7% |
| 7D | -23.3% | -8.8% | -14.6% | -17.5% |
| 30D | -42.4% | -0.6% | -41.8% | -40.2% |
| 3M | -43.0% | -9.0% | -34.0% | -37.8% |
| 6M | -44.5% | -28.7% | -15.8% | -32.3% |
| All | -22.6% | -9.2% | -13.4% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling