-26.0%
EFX vs SOLS
+17.0%
-43.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.5% | -3.5% | -1.1% | -4.9% |
| 30D | -6.1% | -1.0% | -5.1% | -6.1% |
| 3M | +6.2% | -24.1% | +30.3% | +4.7% |
| 6M | -11.2% | -18.0% | +6.8% | -12.2% |
| YTD | -21.4% | +27.1% | -48.5% | -22.4% |
| All | -26.0% | +17.0% | -43.1% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling