+4.1%
O vs SOLS
+20.3%
-16.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -2.3% | +3.7% | -6.0% | -2.2% |
| 30D | -2.4% | +5.0% | -7.5% | -2.4% |
| 3M | -0.6% | -21.1% | +20.5% | -0.4% |
| 6M | -5.0% | -14.2% | +9.2% | -5.0% |
| YTD | +10.4% | +30.6% | -20.2% | +10.9% |
| All | +4.1% | +20.3% | -16.2% | +4.6% |
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