+114.8%
FTI vs SOLS
+22.7%
+92.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -0.2% | +4.5% | -4.7% | -0.7% |
| 30D | +12.3% | +6.0% | +6.3% | +11.5% |
| 3M | +13.8% | -19.7% | +33.5% | +16.2% |
| 6M | +24.3% | -10.4% | +34.7% | +24.3% |
| YTD | +75.8% | +33.3% | +42.5% | +68.9% |
| All | +114.8% | +22.7% | +92.1% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling