+37.9%
SOLS vs FDS
+18.1%
+19.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -1.2% |
| 7D | +20.8% | -2.6% | +23.4% | +20.0% |
| 30D | +9.2% | +14.1% | -4.9% | +13.6% |
| 3M | +7.1% | +19.8% | -12.7% | +13.5% |
| 6M | -23.7% | +55.0% | -78.6% | -12.7% |
| YTD | +37.3% | +15.9% | +21.4% | +63.0% |
| 1Y | +42.2% | +24.2% | +18.0% | +65.4% |
| All | +37.9% | +18.1% | +19.7% | +61.9% |
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