-74.7%
SMR vs SOLS
+22.7%
-97.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.3% | +14.0% | +14.7% |
| 7D | +21.4% | +4.5% | +16.9% | +19.2% |
| 30D | +13.8% | +6.0% | +7.9% | +10.6% |
| 3M | +3.9% | -19.7% | +23.6% | +12.0% |
| 6M | -4.2% | -10.4% | +6.2% | -0.9% |
| YTD | -21.1% | +33.3% | -54.4% | -32.2% |
| All | -74.7% | +22.7% | -97.4% | -78.4% |
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