+31.1%
SOLS vs S
+15.8%
+15.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +3.7% | -1.2% | +4.9% | +3.7% |
| 30D | +5.0% | -12.6% | +17.6% | +4.6% |
| 3M | -21.1% | +27.6% | -48.7% | -20.5% |
| 6M | -14.2% | +35.5% | -49.6% | -14.1% |
| YTD | +30.6% | +29.6% | +1.0% | +31.7% |
| All | +31.1% | +15.8% | +15.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling