-15.4%
IBM vs SOLS
+17.1%
-32.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.2% |
| 30D | -1.8% | +0.9% | -2.7% | -1.5% |
| 3M | -13.5% | -20.7% | +7.2% | -15.3% |
| 6M | -5.1% | -17.7% | +12.6% | -7.2% |
| YTD | -19.4% | +27.1% | -46.5% | -19.3% |
| All | -15.4% | +17.1% | -32.4% | -15.5% |
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