+32.1%
SOLS vs FDS
+7.5%
+24.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.4% | +2.9% |
| 7D | +0.3% | -1.9% | +2.2% | -0.2% |
| 30D | +2.1% | +9.0% | -6.9% | +5.0% |
| 3M | -24.1% | +18.9% | -43.0% | -18.5% |
| 6M | -15.0% | +35.1% | -50.1% | -6.0% |
| YTD | +31.6% | +5.5% | +26.1% | +51.3% |
| All | +32.1% | +7.5% | +24.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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