-35.9%
SE vs SOLS
+17.0%
-52.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.2% | -3.5% | -1.8% | -4.9% |
| 30D | -17.1% | -1.0% | -16.1% | -17.0% |
| 3M | +24.0% | -24.1% | +48.1% | +26.8% |
| 6M | +21.0% | -18.0% | +38.9% | +21.3% |
| YTD | -16.7% | +27.1% | -43.8% | -16.6% |
| All | -35.9% | +17.0% | -52.9% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling