-6.2%
EXC vs SOLS
+21.2%
-27.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -3.7% | +2.1% | -5.8% | -3.7% |
| 3M | -1.3% | -24.1% | +22.9% | -1.0% |
| 6M | -9.7% | -15.0% | +5.3% | -9.9% |
| YTD | +2.9% | +31.6% | -28.7% | +2.3% |
| All | -6.2% | +21.2% | -27.4% | -6.7% |
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