+32.1%
SOLS vs DTE
-2.3%
+34.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.6% | +4.2% |
| 7D | +0.3% | +0.2% | +0.2% | +0.2% |
| 30D | +2.1% | -2.6% | +4.7% | +3.4% |
| 3M | -24.1% | -3.9% | -20.2% | -23.2% |
| 6M | -15.0% | -7.9% | -7.1% | -11.5% |
| YTD | +31.6% | +7.2% | +24.4% | +23.1% |
| All | +32.1% | -2.3% | +34.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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