+27.6%
SOLS vs RUN
-57.0%
+84.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | +0.3% | -3.4% | +3.7% | +0.7% |
| 30D | +0.9% | -14.0% | +14.8% | +2.4% |
| 3M | -20.7% | -27.5% | +6.8% | -18.1% |
| 6M | -17.7% | -29.0% | +11.3% | -14.7% |
| YTD | +27.1% | -53.1% | +80.2% | +30.3% |
| All | +27.6% | -57.0% | +84.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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