+33.8%
SOLS vs FGI
+24.8%
+9.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +4.5% | +5.2% | -0.6% | +4.5% |
| 30D | +6.0% | +65.2% | -59.2% | +5.3% |
| 3M | -19.7% | +30.2% | -49.9% | -20.2% |
| 6M | -10.4% | +87.8% | -98.2% | -13.1% |
| YTD | +33.3% | +32.5% | +0.8% | +30.6% |
| All | +33.8% | +24.8% | +9.0% | +29.1% |
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