+37.9%
SOLS vs ARWR
+25.2%
+12.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.5% |
| 7D | +20.8% | -17.9% | +38.8% | +22.7% |
| 30D | +9.2% | -18.9% | +28.1% | +11.0% |
| 3M | +7.1% | -46.0% | +53.0% | +14.3% |
| 6M | -23.7% | -40.3% | +16.7% | -20.3% |
| YTD | +37.3% | -29.0% | +66.3% | +38.9% |
| 1Y | +42.2% | +13.8% | +28.3% | +31.0% |
| All | +37.9% | +25.2% | +12.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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