+37.0%
SOLS vs EAT
+54.5%
-17.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +14.0% | -4.0% | +18.0% | +14.3% |
| 30D | +10.0% | -2.9% | +12.9% | +10.0% |
| 3M | +5.8% | -16.9% | +22.7% | +7.5% |
| 6M | -25.2% | +57.0% | -82.1% | -30.7% |
| YTD | +36.5% | +38.2% | -1.7% | +29.8% |
| 1Y | +45.0% | +69.3% | -24.2% | +35.8% |
| All | +37.0% | +54.5% | -17.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling