+113.4%
EWY vs SOLS
+17.0%
+96.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -3.5% | +3.4% | +1.3% |
| 30D | +7.3% | -1.0% | +8.3% | +7.6% |
| 3M | -5.1% | -24.1% | +19.0% | +4.3% |
| 6M | +42.1% | -18.0% | +60.0% | +52.1% |
| YTD | +94.1% | +27.1% | +67.1% | +102.1% |
| All | +113.4% | +17.0% | +96.4% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling