+115.7%
EWY vs SOLS
+20.3%
+95.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.2% |
| 7D | +6.7% | +3.7% | +2.9% | +5.2% |
| 30D | +17.0% | +5.0% | +11.9% | +14.6% |
| 3M | +3.7% | -21.1% | +24.8% | +12.3% |
| 6M | +42.5% | -14.2% | +56.7% | +50.4% |
| YTD | +96.2% | +30.6% | +65.6% | +102.1% |
| All | +115.7% | +20.3% | +95.4% | +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 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