+31.1%
SOLS vs ESI
+40.2%
-9.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | +3.7% | +3.9% | -0.2% | +1.5% |
| 30D | +5.0% | -3.8% | +8.8% | +7.1% |
| 3M | -21.1% | -13.1% | -8.0% | -13.7% |
| 6M | -14.2% | +11.3% | -25.5% | -16.6% |
| YTD | +30.6% | +44.1% | -13.5% | +13.0% |
| All | +31.1% | +40.2% | -9.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling