-26.5%
EFX vs SOLS
+17.1%
-43.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | -0.3% |
| 7D | -11.1% | +0.3% | -11.4% | -11.1% |
| 30D | -7.4% | +0.9% | -8.3% | -7.2% |
| 3M | +1.5% | -20.7% | +22.1% | +0.3% |
| 6M | -13.7% | -17.7% | +4.0% | -14.6% |
| YTD | -21.9% | +27.1% | -49.0% | -22.8% |
| All | -26.5% | +17.1% | -43.5% | -27.8% |
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 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