+27.5%
SOLS vs AGI
+2.2%
+25.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.5% | -2.7% | -0.7% | -3.0% |
| 30D | -1.0% | +7.2% | -8.2% | -2.6% |
| 3M | -24.1% | +4.3% | -28.4% | -25.5% |
| 6M | -18.0% | -27.1% | +9.1% | -15.1% |
| YTD | +27.1% | -6.6% | +33.7% | +25.3% |
| All | +27.5% | +2.2% | +25.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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