+37.0%
SOLS vs EXEL
+94.1%
-57.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +14.0% | -0.8% | +14.8% | +14.2% |
| 30D | +10.0% | +13.1% | -3.2% | +8.2% |
| 3M | +5.8% | +36.3% | -30.5% | +0.6% |
| 6M | -25.2% | +34.5% | -59.7% | -29.3% |
| YTD | +36.5% | +57.4% | -20.9% | +22.3% |
| 1Y | +45.0% | +62.9% | -17.9% | +27.2% |
| All | +37.0% | +94.1% | -57.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling