+31.1%
SOLS vs EXEL
+64.1%
-33.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | +3.7% | -0.3% | +4.1% | +3.8% |
| 30D | +5.0% | +10.1% | -5.1% | +3.1% |
| 3M | -21.1% | +10.1% | -31.2% | -23.0% |
| 6M | -14.2% | +37.7% | -51.8% | -21.7% |
| YTD | +30.6% | +33.1% | -2.5% | +19.7% |
| All | +31.1% | +64.1% | -33.0% | +2.8% |
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