+37.0%
SOLS vs BAH
-9.2%
+46.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.7% |
| 7D | +14.0% | +1.7% | +12.3% | +14.5% |
| 30D | +10.0% | +20.8% | -10.8% | +15.5% |
| 3M | +5.8% | +11.6% | -5.8% | +9.4% |
| 6M | -25.2% | +23.1% | -48.3% | -19.8% |
| YTD | +36.5% | +5.3% | +31.3% | +40.4% |
| 1Y | +45.0% | +6.1% | +38.9% | +49.2% |
| All | +37.0% | -9.2% | +46.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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