+19.5%
ELV vs SOLS
+17.1%
+2.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +6.7% | +0.9% | +5.8% | +6.6% |
| 3M | +3.0% | -20.7% | +23.6% | +3.2% |
| 6M | +48.0% | -17.7% | +65.6% | +47.0% |
| YTD | +20.0% | +27.1% | -7.1% | +14.1% |
| All | +19.5% | +17.1% | +2.4% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling