+27.8%
ON vs SOLS
+17.1%
+10.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | +0.1% |
| 7D | -4.7% | +0.3% | -5.0% | -5.0% |
| 30D | -13.5% | +0.9% | -14.4% | -14.2% |
| 3M | -36.3% | -20.7% | -15.7% | -28.9% |
| 6M | +17.8% | -17.7% | +35.4% | +29.9% |
| YTD | +29.6% | +27.1% | +2.5% | +23.5% |
| All | +27.8% | +17.1% | +10.8% | +20.5% |
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