+27.6%
SOLS vs EXEL
+61.5%
-34.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.5% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +0.9% | +11.9% | -11.0% | -1.4% |
| 3M | -20.7% | +9.2% | -29.9% | -22.5% |
| 6M | -17.7% | +39.1% | -56.8% | -25.2% |
| YTD | +27.1% | +31.0% | -3.9% | +16.7% |
| All | +27.6% | +61.5% | -34.0% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling