-4.9%
BLK vs SOLS
+17.0%
-22.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -3.3% | -3.5% | +0.1% | -3.0% |
| 30D | -6.5% | -1.0% | -5.6% | -6.5% |
| 3M | +6.7% | -24.1% | +30.8% | +9.4% |
| 6M | +14.7% | -18.0% | +32.7% | +15.5% |
| YTD | +2.5% | +27.1% | -24.5% | -2.2% |
| All | -4.9% | +17.0% | -22.0% | -9.8% |
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