+27.5%
SOLS vs ALM
+76.4%
-48.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.9% |
| 7D | -3.5% | -11.8% | +8.4% | -1.8% |
| 30D | -1.0% | +7.8% | -8.8% | -2.8% |
| 3M | -24.1% | -9.3% | -14.8% | -24.3% |
| 6M | -18.0% | -30.5% | +12.5% | -17.9% |
| YTD | +27.1% | +75.8% | -48.8% | +24.0% |
| All | +27.5% | +76.4% | -48.9% | +25.3% |
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