+37.0%
SOLS vs S
+32.2%
+4.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +14.0% | +2.0% | +12.0% | +14.0% |
| 30D | +10.0% | -2.7% | +12.7% | +10.1% |
| 3M | +5.8% | -6.9% | +12.7% | +6.7% |
| 6M | -25.2% | +38.1% | -63.2% | -23.6% |
| YTD | +36.5% | +48.0% | -11.5% | +39.5% |
| 1Y | +45.0% | +34.5% | +10.6% | +48.2% |
| All | +37.0% | +32.2% | +4.8% | +40.7% |
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