+45.0%
SOLS vs ESI
+21.7%
+23.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +14.0% | +5.5% | +8.5% | +10.4% |
| 30D | +10.0% | -7.8% | +17.7% | +15.7% |
| 3M | +5.8% | -15.0% | +20.8% | +16.4% |
| 6M | -25.2% | -24.9% | -0.3% | -11.6% |
| YTD | +36.5% | +33.2% | +3.3% | +22.8% |
| 1Y | +45.0% | +24.9% | +20.1% | +34.8% |
| All | +45.0% | +21.7% | +23.3% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling