+31.1%
SOLS vs FDS
-0.6%
+31.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.9% |
| 7D | +3.7% | -8.8% | +12.5% | +1.2% |
| 30D | +5.0% | -1.4% | +6.4% | +4.9% |
| 3M | -21.1% | +13.9% | -35.0% | -16.6% |
| 6M | -14.2% | +27.4% | -41.6% | -7.0% |
| YTD | +30.6% | -2.5% | +33.1% | +47.0% |
| All | +31.1% | -0.6% | +31.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling