+27.5%
SOLS vs FDS
-7.5%
+35.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.4% |
| 7D | -3.5% | -14.0% | +10.5% | -7.3% |
| 30D | -1.0% | -6.2% | +5.3% | -2.3% |
| 3M | -24.1% | +10.2% | -34.3% | -20.7% |
| 6M | -18.0% | +27.4% | -45.4% | -12.2% |
| YTD | +27.1% | -9.3% | +36.3% | +40.2% |
| All | +27.5% | -7.5% | +35.0% | +39.3% |
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