+18.6%
JPM vs SOLS
+22.7%
-4.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -0.4% | +4.5% | -4.9% | -0.6% |
| 30D | -1.1% | +6.0% | -7.1% | -1.5% |
| 3M | +14.1% | -19.7% | +33.8% | +14.3% |
| 6M | +23.3% | -10.4% | +33.7% | +22.8% |
| YTD | +11.3% | +33.3% | -22.0% | +9.3% |
| All | +18.6% | +22.7% | -4.1% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling