+32.1%
SOLS vs ALM
+100.1%
-68.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.5% | +5.4% | +4.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.7% |
| 30D | +2.1% | +32.0% | -29.9% | -2.7% |
| 3M | -24.1% | -15.0% | -9.1% | -23.9% |
| 6M | -15.0% | -10.1% | -4.8% | -16.8% |
| YTD | +31.6% | +99.4% | -67.8% | +26.3% |
| All | +32.1% | +100.1% | -68.0% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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