+32.1%
SOLS vs REPL
+63.7%
-31.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.5% | +3.9% |
| 7D | +0.3% | -3.0% | +3.3% | +0.4% |
| 30D | +2.1% | +27.1% | -25.0% | +1.6% |
| 3M | -24.1% | +52.4% | -76.5% | -25.9% |
| 6M | -15.0% | +107.4% | -122.4% | -17.2% |
| YTD | +31.6% | +54.7% | -23.1% | +28.2% |
| All | +32.1% | +63.7% | -31.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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