+39.2%
SOLS vs FGI
+31.1%
+8.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.9% | -2.6% | +3.2% |
| 7D | +16.4% | +6.9% | +9.5% | +16.3% |
| 30D | +10.6% | +3.9% | +6.7% | +10.6% |
| 3M | +10.0% | +74.3% | -64.3% | +9.2% |
| 6M | -21.2% | +28.9% | -50.2% | -21.8% |
| YTD | +38.7% | +39.1% | -0.5% | +35.8% |
| 1Y | +46.1% | +49.3% | -3.3% | +42.1% |
| All | +39.2% | +31.1% | +8.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling