+32.1%
SOLS vs A
+6.1%
+26.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.3% | +3.8% |
| 7D | +0.3% | -1.9% | +2.3% | +0.4% |
| 30D | +2.1% | +6.9% | -4.8% | +1.4% |
| 3M | -24.1% | +9.2% | -33.4% | -25.1% |
| 6M | -15.0% | +25.7% | -40.6% | -17.7% |
| YTD | +31.6% | +11.5% | +20.1% | +27.6% |
| All | +32.1% | +6.1% | +26.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling