+26.7%
EXPE vs SOLS
+22.7%
+4.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.1% | -7.9% |
| 7D | -9.8% | +4.5% | -14.3% | -9.9% |
| 30D | -11.5% | +6.0% | -17.5% | -11.8% |
| 3M | +21.7% | -19.7% | +41.4% | +22.6% |
| 6M | +10.4% | -10.4% | +20.8% | +9.2% |
| YTD | -2.5% | +33.3% | -35.8% | -14.8% |
| All | +26.7% | +22.7% | +4.0% | +10.1% |
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