+37.9%
SOLS vs FGI
+39.2%
-1.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.1% | -1.0% |
| 7D | +20.8% | +13.5% | +7.3% | +20.7% |
| 30D | +9.2% | +17.1% | -7.9% | +9.1% |
| 3M | +7.1% | +78.0% | -71.0% | +6.2% |
| 6M | -23.7% | +46.4% | -70.1% | -24.3% |
| YTD | +37.3% | +47.7% | -10.4% | +34.5% |
| 1Y | +42.2% | +56.8% | -14.6% | +38.1% |
| All | +37.9% | +39.2% | -1.3% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling