-1.0%
SO vs SOLS
+25.7%
-26.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +1.4% | +14.0% | -12.6% | +1.5% |
| 30D | +4.7% | +10.0% | -5.3% | +4.8% |
| 3M | +1.7% | +5.8% | -4.1% | +1.8% |
| 6M | +2.2% | -25.2% | +27.3% | +2.3% |
| YTD | +10.0% | +36.5% | -26.6% | +11.3% |
| 1Y | +6.0% | +45.0% | -39.0% | +7.6% |
| All | -1.0% | +25.7% | -26.8% | +0.3% |
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