+31.1%
SOLS vs ALM
+108.8%
-77.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.4% |
| 7D | +3.7% | +3.6% | +0.1% | +3.2% |
| 30D | +5.0% | +33.8% | -28.8% | -0.1% |
| 3M | -21.1% | +14.8% | -35.9% | -23.9% |
| 6M | -14.2% | -7.0% | -7.2% | -16.6% |
| YTD | +30.6% | +108.1% | -77.4% | +24.6% |
| All | +31.1% | +108.8% | -77.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling