+33.8%
SOLS vs FLR
+18.8%
+14.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | +4.5% | +0.7% | +3.9% | +4.3% |
| 30D | +6.0% | -0.7% | +6.7% | +5.9% |
| 3M | -19.7% | +14.3% | -34.0% | -24.0% |
| 6M | -10.4% | +25.6% | -36.0% | -19.3% |
| YTD | +33.3% | +42.9% | -9.6% | +10.2% |
| All | +33.8% | +18.8% | +14.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling