+33.8%
SOLS vs RUN
-54.1%
+87.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +0.9% |
| 7D | +4.5% | +10.2% | -5.6% | +3.5% |
| 30D | +6.0% | -9.6% | +15.6% | +7.0% |
| 3M | -19.7% | -31.5% | +11.8% | -16.9% |
| 6M | -10.4% | -18.7% | +8.3% | -7.7% |
| YTD | +33.3% | -49.9% | +83.1% | +35.6% |
| All | +33.8% | -54.1% | +87.8% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling