+31.1%
SOLS vs M
+23.4%
+7.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -0.8% |
| 7D | +3.7% | -4.1% | +7.8% | +4.9% |
| 30D | +5.0% | -13.6% | +18.6% | +9.3% |
| 3M | -21.1% | -2.3% | -18.8% | -21.8% |
| 6M | -14.2% | +21.9% | -36.1% | -23.6% |
| YTD | +30.6% | -0.6% | +31.2% | +26.4% |
| All | +31.1% | +23.4% | +7.7% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling