+33.8%
SOLS vs EXEL
+62.2%
-28.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.6% |
| 7D | +4.5% | +1.4% | +3.2% | +4.3% |
| 30D | +6.0% | +6.7% | -0.7% | +4.7% |
| 3M | -19.7% | +11.5% | -31.2% | -22.0% |
| 6M | -10.4% | +38.8% | -49.2% | -18.6% |
| YTD | +33.3% | +31.6% | +1.7% | +22.3% |
| All | +33.8% | +62.2% | -28.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling