+33.4%
ALL vs SOLS
+20.3%
+13.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.1% |
| 7D | -2.2% | +3.7% | -5.9% | -2.0% |
| 30D | -5.6% | +5.0% | -10.6% | -5.3% |
| 3M | +17.2% | -21.1% | +38.3% | +16.3% |
| 6M | +23.2% | -14.2% | +37.4% | +22.5% |
| YTD | +23.6% | +30.6% | -7.0% | +25.9% |
| All | +33.4% | +20.3% | +13.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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