-22.1%
FPS vs SOLS
+0.1%
-22.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +9.7% | +6.3% | +8.5% |
| 7D | -8.0% | +8.0% | -16.0% | -11.5% |
| 30D | -43.5% | +3.7% | -47.3% | -43.3% |
| 3M | -41.6% | +4.6% | -46.2% | -41.6% |
| 6M | -44.0% | -18.5% | -25.6% | -37.4% |
| All | -22.1% | +0.1% | -22.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling