+27.5%
SOLS vs EAT
+65.5%
-38.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -3.5% | -7.7% | +4.2% | -2.6% |
| 30D | -1.0% | -13.6% | +12.6% | +0.6% |
| 3M | -24.1% | +33.9% | -58.0% | -27.6% |
| 6M | -18.0% | +47.2% | -65.2% | -22.6% |
| YTD | +27.1% | +48.1% | -21.0% | +20.3% |
| All | +27.5% | +65.5% | -38.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling