+27.5%
SOLS vs NTR
+39.0%
-11.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -3.5% | -1.3% | -2.2% | -3.3% |
| 30D | -1.0% | +16.8% | -17.7% | -3.5% |
| 3M | -24.1% | +20.7% | -44.8% | -27.0% |
| 6M | -18.0% | +0.5% | -18.5% | -18.2% |
| YTD | +27.1% | +29.2% | -2.1% | +17.5% |
| All | +27.5% | +39.0% | -11.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling