-7.4%
PL vs SOLS
+10.3%
-17.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.4% | +5.0% | +8.4% |
| 7D | -6.8% | -4.2% | -2.6% | -5.2% |
| 30D | -29.3% | -3.9% | -25.4% | -28.1% |
| 3M | -44.8% | -6.6% | -38.2% | -43.4% |
| 6M | -68.4% | -29.1% | -39.3% | -65.1% |
| YTD | -36.4% | +19.8% | -56.1% | -38.4% |
| 1Y | +0.7% | +29.2% | -28.5% | -4.2% |
| All | -7.4% | +10.3% | -17.8% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling