+14.5%
SCHW vs SOLS
+17.1%
-2.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.6% |
| 7D | -2.8% | +0.3% | -3.1% | -2.7% |
| 30D | -0.1% | +0.9% | -0.9% | 0.0% |
| 3M | +20.6% | -20.7% | +41.2% | +19.1% |
| 6M | +15.9% | -17.7% | +33.6% | +14.3% |
| YTD | +8.5% | +27.1% | -18.6% | +5.1% |
| All | +14.5% | +17.1% | -2.6% | +10.7% |
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