+33.8%
SOLS vs CHD
+10.6%
+23.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +0.9% |
| 7D | +4.5% | -2.9% | +7.4% | +4.0% |
| 30D | +6.0% | -6.2% | +12.2% | +4.9% |
| 3M | -19.7% | +1.6% | -21.2% | -19.6% |
| 6M | -10.4% | -3.5% | -6.9% | -10.6% |
| YTD | +33.3% | +16.2% | +17.0% | +36.9% |
| All | +33.8% | +10.6% | +23.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 all: compounded portfolio wealth divided by compounded CHD 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…
all analysis · Full analysis span regression · 6 months rolling