+27.6%
SOLS vs BB
+66.4%
-38.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.5% |
| 7D | +0.3% | -2.1% | +2.4% | +0.5% |
| 30D | +0.9% | -16.0% | +16.9% | +2.2% |
| 3M | -20.7% | -14.5% | -6.1% | -18.8% |
| 6M | -17.7% | +118.6% | -136.2% | -17.1% |
| YTD | +27.1% | +98.9% | -71.8% | +26.9% |
| All | +27.6% | +66.4% | -38.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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