+32.6%
SOLS vs M
+36.6%
-3.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +7.6% | -14.2% | -7.9% |
| 7D | -8.8% | +8.3% | -17.0% | -10.3% |
| 30D | -0.6% | +14.2% | -14.8% | -3.7% |
| 3M | -9.0% | -1.1% | -7.9% | -8.1% |
| 6M | -28.7% | +36.6% | -65.3% | -37.3% |
| YTD | +19.2% | +19.8% | -0.6% | +10.0% |
| 1Y | +32.6% | +37.2% | -4.6% | +10.7% |
| All | +32.6% | +36.6% | -3.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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