-14.3%
SAP vs SOLS
+26.5%
-40.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | -0.1% |
| 7D | -3.9% | +20.8% | -24.7% | -2.3% |
| 30D | +6.5% | +9.2% | -2.7% | +7.5% |
| 3M | +14.7% | +7.1% | +7.6% | +15.6% |
| 6M | +39.9% | -23.7% | +63.6% | +39.9% |
| YTD | -2.0% | +37.3% | -39.3% | -4.6% |
| 1Y | -6.0% | +42.2% | -48.2% | -9.1% |
| All | -14.3% | +26.5% | -40.8% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling