+27.6%
SOLS vs QSR
+16.7%
+10.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +0.3% | -4.7% | +5.0% | +0.2% |
| 30D | +0.9% | +4.3% | -3.4% | +0.8% |
| 3M | -20.7% | +5.4% | -26.1% | -20.7% |
| 6M | -17.7% | +8.2% | -25.8% | -17.6% |
| YTD | +27.1% | +14.1% | +13.0% | +25.3% |
| All | +27.6% | +16.7% | +10.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling