+8.6%
F vs SOLS
+10.3%
-1.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.2% |
| 7D | +1.6% | -4.2% | +5.8% | +1.8% |
| 30D | +2.6% | -3.9% | +6.6% | +2.8% |
| 3M | -8.8% | -6.6% | -2.2% | -8.5% |
| 6M | +4.6% | -29.1% | +33.7% | +8.1% |
| YTD | -1.9% | +19.8% | -21.7% | -7.0% |
| 1Y | -0.8% | +29.2% | -30.0% | -7.1% |
| All | +8.6% | +10.3% | -1.7% | +2.8% |
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