-10.0%
IBM vs SOLS
+25.7%
-35.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +0.9% |
| 7D | +1.6% | +14.0% | -12.4% | +3.4% |
| 30D | +9.2% | +10.0% | -0.8% | +10.8% |
| 3M | +4.9% | +5.8% | -0.9% | +6.1% |
| 6M | +16.8% | -25.2% | +41.9% | +14.5% |
| YTD | -14.3% | +36.5% | -50.8% | -13.2% |
| 1Y | -16.7% | +45.0% | -61.8% | -16.0% |
| All | -10.0% | +25.7% | -35.7% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling