+27.6%
SOLS vs S
+18.0%
+9.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.6% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | +0.9% | -11.8% | +12.7% | +0.5% |
| 3M | -20.7% | +33.9% | -54.6% | -20.0% |
| 6M | -17.7% | +40.1% | -57.8% | -17.5% |
| YTD | +27.1% | +32.1% | -4.9% | +28.2% |
| All | +27.6% | +18.0% | +9.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling