-25.0%
IT vs SOLS
+17.0%
-42.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -3.7% | -3.5% | -0.2% | -4.1% |
| 30D | +0.1% | -1.0% | +1.0% | +0.1% |
| 3M | +20.7% | -24.1% | +44.8% | +19.0% |
| 6M | +12.0% | -18.0% | +29.9% | +10.1% |
| YTD | -28.8% | +27.1% | -55.9% | -35.9% |
| All | -25.0% | +17.0% | -42.0% | -33.0% |
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