-13.3%
SNPS vs SOLS
+20.3%
-33.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -5.5% | +3.7% | -9.2% | -5.8% |
| 30D | -4.5% | +5.0% | -9.5% | -4.9% |
| 3M | -15.5% | -21.1% | +5.6% | -13.9% |
| 6M | -10.1% | -14.2% | +4.1% | -9.1% |
| YTD | -16.3% | +30.6% | -46.9% | -16.8% |
| All | -13.3% | +20.3% | -33.6% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling