+107.5%
ILMN vs SOLS
+17.0%
+90.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -5.4% | -3.5% | -1.9% | -5.6% |
| 30D | +7.0% | -1.0% | +8.0% | +7.5% |
| 3M | +24.2% | -24.1% | +48.3% | +22.8% |
| 6M | +69.9% | -18.0% | +87.9% | +68.9% |
| YTD | +57.4% | +27.1% | +30.3% | +68.9% |
| All | +107.5% | +17.0% | +90.5% | +123.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling