-22.6%
BROS vs SOLS
+17.1%
-39.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.9% |
| 7D | -6.1% | +0.3% | -6.4% | -6.1% |
| 30D | -12.4% | +0.9% | -13.2% | -12.5% |
| 3M | -27.9% | -20.7% | -7.3% | -25.1% |
| 6M | -16.8% | -17.7% | +0.9% | -14.8% |
| YTD | -29.0% | +27.1% | -56.2% | -34.5% |
| All | -22.6% | +17.1% | -39.6% | -29.3% |
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