+32.1%
SOLS vs FIVE
+60.0%
-27.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +3.0% |
| 7D | +0.3% | +4.3% | -3.9% | -0.4% |
| 30D | +2.1% | +12.5% | -10.4% | -0.5% |
| 3M | -24.1% | +31.2% | -55.4% | -28.7% |
| 6M | -15.0% | +14.4% | -29.3% | -17.3% |
| YTD | +31.6% | +33.9% | -2.3% | +22.4% |
| All | +32.1% | +60.0% | -27.9% | +11.0% |
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