+37.0%
SOLS vs CAPR
+50.6%
-13.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.5% |
| 7D | +14.0% | +5.9% | +8.1% | +13.9% |
| 30D | +10.0% | +44.6% | -34.7% | +9.6% |
| 3M | +5.8% | +126.4% | -120.6% | +5.0% |
| 6M | -25.2% | -68.6% | +43.4% | -25.0% |
| YTD | +36.5% | -67.0% | +103.5% | +36.9% |
| 1Y | +45.0% | +65.2% | -20.1% | +43.3% |
| All | +37.0% | +50.6% | -13.5% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling