-30.3%
PL vs SOLS
-14.3%
-16.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -2.7% |
| 7D | -9.3% | +0.3% | -9.6% | -9.5% |
| 30D | -18.9% | +2.1% | -21.0% | -19.4% |
| 3M | -58.4% | -24.1% | -34.2% | -53.9% |
| 6M | -30.3% | -15.0% | -15.3% | -21.8% |
| All | -30.3% | -14.3% | -16.0% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling