+11.1%
ECL vs SOLS
+27.7%
-16.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.4% |
| 7D | -2.3% | +16.4% | -18.6% | -3.1% |
| 30D | +8.3% | +10.6% | -2.3% | +7.5% |
| 3M | +8.4% | +10.0% | -1.6% | +7.6% |
| 6M | +23.3% | -21.2% | +44.5% | +25.9% |
| YTD | +18.2% | +38.7% | -20.4% | +15.1% |
| 1Y | +18.8% | +46.1% | -27.3% | +14.9% |
| All | +11.1% | +27.7% | -16.6% | +7.4% |
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