+15.8%
EFA vs SOLS
+17.0%
-1.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | -3.5% | +1.9% | -1.2% |
| 30D | -1.7% | -1.0% | -0.7% | -1.6% |
| 3M | +3.5% | -24.1% | +27.6% | +6.1% |
| 6M | +9.5% | -18.0% | +27.4% | +10.7% |
| YTD | +12.9% | +27.1% | -14.2% | +12.1% |
| All | +15.8% | +17.0% | -1.2% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling