+6.9%
FPS vs SOLS
-0.5%
+7.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.0% |
| 7D | +5.3% | +3.7% | +1.6% | +3.4% |
| 30D | -17.6% | +5.0% | -22.6% | -19.9% |
| 3M | -45.8% | -21.1% | -24.7% | -39.0% |
| 6M | -10.1% | -14.2% | +4.1% | -4.5% |
| All | +6.9% | -0.5% | +7.4% | +5.1% |
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