+33.8%
SOLS vs FIVE
+61.2%
-27.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.1% |
| 7D | +4.5% | +3.7% | +0.9% | +3.9% |
| 30D | +6.0% | +4.0% | +2.0% | +5.1% |
| 3M | -19.7% | +36.2% | -55.9% | -25.1% |
| 6M | -10.4% | +18.0% | -28.4% | -13.5% |
| YTD | +33.3% | +34.9% | -1.6% | +23.8% |
| All | +33.8% | +61.2% | -27.4% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling