+31.1%
SOLS vs AGI
+5.0%
+26.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | +3.7% | +2.2% | +1.5% | +3.3% |
| 30D | +5.0% | +11.3% | -6.3% | +2.6% |
| 3M | -21.1% | +5.6% | -26.7% | -22.7% |
| 6M | -14.2% | -27.7% | +13.5% | -11.2% |
| YTD | +30.6% | -4.1% | +34.7% | +28.3% |
| All | +31.1% | +5.0% | +26.1% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling