+37.0%
SOLS vs A
+22.6%
+14.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +14.0% | -0.5% | +14.5% | +14.1% |
| 30D | +10.0% | 0.0% | +10.0% | +10.1% |
| 3M | +5.8% | +16.7% | -10.9% | +5.1% |
| 6M | -25.2% | +54.8% | -80.0% | -27.9% |
| YTD | +36.5% | +28.8% | +7.7% | +31.8% |
| 1Y | +45.0% | +19.3% | +25.7% | +42.9% |
| All | +37.0% | +22.6% | +14.5% | +35.8% |
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