+32.6%
SOLS vs FIVE
+63.3%
-30.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.7% | -13.2% | -7.4% |
| 7D | -8.8% | +7.5% | -16.3% | -9.7% |
| 30D | -0.6% | +16.7% | -17.3% | -3.1% |
| 3M | -9.0% | +13.4% | -22.4% | -11.5% |
| 6M | -28.7% | +9.0% | -37.7% | -30.3% |
| YTD | +19.2% | +33.8% | -14.6% | +9.5% |
| 1Y | +32.6% | +61.2% | -28.6% | +6.8% |
| All | +32.6% | +63.3% | -30.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling