+20.5%
SLV vs SOLS
+17.1%
+3.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -4.7% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -1.8% | +0.9% | -2.7% | -2.1% |
| 3M | -0.3% | -20.7% | +20.4% | +4.5% |
| 6M | -28.2% | -17.7% | -10.5% | -26.0% |
| YTD | -10.7% | +27.1% | -37.9% | -15.8% |
| All | +20.5% | +17.1% | +3.4% | +13.0% |
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 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