+42.2%
SOLS vs ALC
-11.3%
+53.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +20.8% | -6.2% | +27.0% | +20.2% |
| 30D | +9.2% | +14.0% | -4.8% | +8.6% |
| 3M | +7.1% | -2.4% | +9.4% | +7.9% |
| 6M | -23.7% | +12.6% | -36.3% | -25.5% |
| YTD | +37.3% | -8.4% | +45.8% | +41.1% |
| 1Y | +42.2% | -9.1% | +51.3% | +47.0% |
| All | +42.2% | -11.3% | +53.5% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling