+33.8%
SOLS vs A
+3.3%
+30.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.3% |
| 7D | +4.5% | -2.1% | +6.6% | +4.6% |
| 30D | +6.0% | +0.6% | +5.4% | +5.7% |
| 3M | -19.7% | +10.9% | -30.6% | -20.8% |
| 6M | -10.4% | +28.2% | -38.5% | -13.4% |
| YTD | +33.3% | +8.6% | +24.7% | +29.3% |
| All | +33.8% | +3.3% | +30.4% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling