+32.1%
SOLS vs BG
+24.2%
+7.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.2% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | +2.1% | +12.0% | -9.9% | -1.2% |
| 3M | -24.1% | -7.7% | -16.5% | -20.6% |
| 6M | -15.0% | +4.5% | -19.5% | -17.4% |
| YTD | +31.6% | +35.7% | -4.1% | +16.2% |
| All | +32.1% | +24.2% | +7.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling