+21.5%
BDX vs SOLS
+22.7%
-1.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.3% | -3.1% |
| 7D | -4.3% | +4.5% | -8.8% | -4.3% |
| 30D | +1.3% | +6.0% | -4.7% | +1.2% |
| 3M | +20.2% | -19.7% | +39.9% | +21.1% |
| 6M | +8.6% | -10.4% | +19.0% | +7.4% |
| YTD | +19.0% | +33.3% | -14.3% | +15.5% |
| All | +21.5% | +22.7% | -1.2% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling