+27.6%
SOLS vs SAN
+50.5%
-22.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | +0.3% | -2.8% | +3.1% | +1.5% |
| 30D | +0.9% | -0.5% | +1.4% | +1.1% |
| 3M | -20.7% | +22.7% | -43.4% | -27.6% |
| 6M | -17.7% | +28.8% | -46.5% | -27.1% |
| YTD | +27.1% | +26.3% | +0.9% | +7.7% |
| All | +27.6% | +50.5% | -22.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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