+27.6%
SOLS vs DTE
-3.6%
+31.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.1% |
| 7D | +0.3% | -2.0% | +2.3% | +1.3% |
| 30D | +0.9% | -2.4% | +3.3% | +2.1% |
| 3M | -20.7% | -7.3% | -13.4% | -18.0% |
| 6M | -17.7% | -7.6% | -10.0% | -14.5% |
| YTD | +27.1% | +5.8% | +21.3% | +19.7% |
| All | +27.6% | -3.6% | +31.2% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling