+33.8%
SOLS vs ALC
-7.6%
+41.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.4% |
| 7D | +4.5% | -3.7% | +8.2% | +4.8% |
| 30D | +6.0% | -3.7% | +9.7% | +6.1% |
| 3M | -19.7% | +4.6% | -24.2% | -20.5% |
| 6M | -10.4% | -14.6% | +4.2% | -8.6% |
| YTD | +33.3% | -11.9% | +45.1% | +35.9% |
| All | +33.8% | -7.6% | +41.4% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling