+27.6%
SOLS vs A
+0.7%
+26.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +0.3% | -4.6% | +4.9% | +0.5% |
| 30D | +0.9% | -4.3% | +5.1% | +0.9% |
| 3M | -20.7% | +8.9% | -29.6% | -21.8% |
| 6M | -17.7% | +24.5% | -42.2% | -20.4% |
| YTD | +27.1% | +5.8% | +21.3% | +23.5% |
| All | +27.6% | +0.7% | +26.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling