+32.1%
SOLS vs MKTX
-3.7%
+35.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.4% |
| 30D | +2.1% | +1.1% | +1.0% | +2.3% |
| 3M | -24.1% | +36.1% | -60.3% | -18.6% |
| 6M | -15.0% | -12.9% | -2.1% | -24.7% |
| YTD | +31.6% | -8.5% | +40.1% | +19.2% |
| All | +32.1% | -3.7% | +35.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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