+46.1%
SOLS vs FIVE
+66.9%
-20.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.4% |
| 7D | +16.4% | -0.5% | +16.9% | +16.4% |
| 30D | +10.6% | +17.4% | -6.8% | +8.1% |
| 3M | +10.0% | +7.0% | +3.0% | +8.7% |
| 6M | -21.2% | +20.5% | -41.7% | -24.7% |
| YTD | +38.7% | +33.1% | +5.5% | +30.8% |
| 1Y | +46.1% | +67.1% | -21.0% | +23.7% |
| All | +46.1% | +66.9% | -20.9% | +23.7% |
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