-8.6%
BN vs SOLS
+25.7%
-34.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -1.0% | +14.0% | -15.0% | -2.1% |
| 30D | +14.0% | +10.0% | +4.0% | +12.7% |
| 3M | -9.0% | +5.8% | -14.8% | -9.7% |
| 6M | -8.8% | -25.2% | +16.4% | -6.8% |
| YTD | -10.3% | +36.5% | -46.8% | -12.8% |
| 1Y | -5.8% | +45.0% | -50.9% | -9.5% |
| All | -8.6% | +25.7% | -34.4% | -11.8% |
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