+37.9%
SOLS vs EL
+8.2%
+29.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.8% |
| 7D | +20.8% | +2.7% | +18.2% | +20.6% |
| 30D | +9.2% | +10.8% | -1.6% | +8.4% |
| 3M | +7.1% | +26.5% | -19.4% | +4.8% |
| 6M | -23.7% | +31.1% | -54.8% | -25.9% |
| YTD | +37.3% | +6.6% | +30.7% | +38.1% |
| 1Y | +42.2% | +21.8% | +20.4% | +39.8% |
| All | +37.9% | +8.2% | +29.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling