+22.2%
F vs SOLS
+22.7%
-0.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | +1.2% | +4.5% | -3.4% | +0.7% |
| 30D | +1.2% | +6.0% | -4.8% | +0.6% |
| 3M | -5.7% | -19.7% | +14.0% | -3.3% |
| 6M | +17.9% | -10.4% | +28.3% | +18.0% |
| YTD | +10.4% | +33.3% | -22.8% | +3.9% |
| All | +22.2% | +22.7% | -0.5% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling