-12.1%
META vs SOLS
+25.7%
-37.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +5.2% | +14.0% | -8.8% | +4.6% |
| 30D | -13.0% | +10.0% | -23.0% | -13.3% |
| 3M | +7.9% | +5.8% | +2.1% | +7.6% |
| 6M | +4.2% | -25.2% | +29.4% | +4.1% |
| YTD | -2.5% | +36.5% | -39.1% | -7.1% |
| 1Y | +5.6% | +45.0% | -39.5% | -0.9% |
| All | -12.1% | +25.7% | -37.8% | -16.9% |
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