+31.1%
SOLS vs A
+1.8%
+29.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | +3.7% | -4.4% | +8.1% | +3.9% |
| 30D | +5.0% | -2.7% | +7.7% | +4.9% |
| 3M | -21.1% | +7.0% | -28.1% | -22.1% |
| 6M | -14.2% | +24.6% | -38.8% | -17.0% |
| YTD | +30.6% | +7.0% | +23.6% | +26.8% |
| All | +31.1% | +1.8% | +29.3% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling