+37.0%
SOLS vs M
+42.9%
-5.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +14.0% | +7.0% | +7.0% | +12.5% |
| 30D | +10.0% | +8.9% | +1.1% | +7.4% |
| 3M | +5.8% | +4.5% | +1.3% | +4.4% |
| 6M | -25.2% | +36.2% | -61.4% | -34.5% |
| YTD | +36.5% | +15.1% | +21.4% | +26.8% |
| 1Y | +45.0% | +27.4% | +17.6% | +25.2% |
| All | +37.0% | +42.9% | -5.9% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling