+31.1%
SOLS vs BAH
-24.5%
+55.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -1.9% |
| 7D | +3.7% | -1.3% | +5.0% | +3.4% |
| 30D | +5.0% | -6.6% | +11.6% | +3.4% |
| 3M | -21.1% | -7.2% | -13.9% | -21.5% |
| 6M | -14.2% | -10.0% | -4.2% | -14.8% |
| YTD | +30.6% | -12.5% | +43.1% | +27.8% |
| All | +31.1% | -24.5% | +55.6% | +27.0% |
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