+27.5%
SOLS vs BG
+28.1%
-0.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -3.5% | +3.1% | -6.6% | -4.3% |
| 30D | -1.0% | +10.2% | -11.2% | -3.8% |
| 3M | -24.1% | -1.7% | -22.4% | -22.5% |
| 6M | -18.0% | +1.0% | -19.0% | -17.8% |
| YTD | +27.1% | +39.9% | -12.9% | +11.2% |
| All | +27.5% | +28.1% | -0.6% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling