+37.9%
SOLS vs ALC
-4.0%
+41.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +20.8% | -6.2% | +27.0% | +20.1% |
| 30D | +9.2% | +14.0% | -4.8% | +9.0% |
| 3M | +7.1% | -2.4% | +9.4% | +7.8% |
| 6M | -23.7% | +12.6% | -36.3% | -25.0% |
| YTD | +37.3% | -8.4% | +45.8% | +40.5% |
| 1Y | +42.2% | -9.1% | +51.3% | +43.8% |
| All | +37.9% | -4.0% | +41.9% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling