-14.2%
SOLS vs BTG
+8.1%
-22.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.2% |
| 7D | +3.7% | +2.4% | +1.3% | +3.3% |
| 30D | +5.0% | +9.5% | -4.5% | +2.8% |
| 3M | -21.1% | +38.5% | -59.6% | -27.4% |
| 6M | -14.2% | +5.6% | -19.8% | -12.3% |
| All | -14.2% | +8.1% | -22.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 6mo: compounded portfolio wealth divided by compounded BTG 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…
6mo analysis · Full analysis span regression · 6 months rolling