+40.5%
EW vs SOLS
+27.7%
+12.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +1.6% |
| 7D | +6.5% | +16.4% | -9.9% | +5.9% |
| 30D | +22.5% | +10.6% | +11.9% | +21.8% |
| 3M | +13.0% | +10.0% | +2.9% | +12.3% |
| 6M | +37.1% | -21.2% | +58.3% | +38.4% |
| YTD | +24.1% | +38.7% | -14.5% | +19.8% |
| 1Y | +24.2% | +46.1% | -21.8% | +19.5% |
| All | +40.5% | +27.7% | +12.8% | +35.3% |
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