+37.0%
SOLS vs ALM
-6.4%
+43.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -1.8% |
| 7D | +14.0% | +1.2% | +12.8% | +13.6% |
| 30D | +10.0% | -19.3% | +29.3% | +13.3% |
| 3M | +5.8% | -40.6% | +46.5% | +12.6% |
| 6M | -25.2% | -57.9% | +32.7% | -17.5% |
| YTD | +36.5% | -6.7% | +43.2% | +45.4% |
| 1Y | +45.0% | +20.2% | +24.9% | +52.2% |
| All | +37.0% | -6.4% | +43.4% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling