+33.8%
SOLS vs S
+15.7%
+18.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.2% |
| 7D | +4.5% | -5.8% | +10.4% | +4.4% |
| 30D | +6.0% | -9.2% | +15.2% | +5.7% |
| 3M | -19.7% | +23.4% | -43.1% | -19.1% |
| 6M | -10.4% | +36.9% | -47.3% | -10.3% |
| YTD | +33.3% | +29.5% | +3.7% | +34.3% |
| All | +33.8% | +15.7% | +18.0% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling