+27.6%
SOLS vs ESI
+33.9%
-6.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -0.1% |
| 7D | +0.3% | -2.3% | +2.6% | +1.7% |
| 30D | +0.9% | -9.0% | +9.9% | +6.3% |
| 3M | -20.7% | -13.3% | -7.4% | -12.8% |
| 6M | -17.7% | +5.3% | -23.0% | -17.6% |
| YTD | +27.1% | +37.6% | -10.5% | +12.9% |
| All | +27.6% | +33.9% | -6.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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