+37.0%
SOLS vs FTV
+39.3%
-2.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +14.0% | +3.9% | +10.1% | +13.7% |
| 30D | +10.0% | +18.7% | -8.7% | +9.2% |
| 3M | +5.8% | +10.0% | -4.2% | +5.1% |
| 6M | -25.2% | +14.6% | -39.7% | -25.5% |
| YTD | +36.5% | +23.4% | +13.1% | +31.0% |
| 1Y | +45.0% | +31.3% | +13.8% | +32.0% |
| All | +37.0% | +39.3% | -2.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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