+45.0%
SOLS vs SAN
+12.6%
+32.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | +14.0% | +4.0% | +10.0% | +12.5% |
| 30D | +10.0% | -7.8% | +17.8% | +13.6% |
| 3M | +5.8% | -16.4% | +22.2% | +13.4% |
| 6M | -25.2% | +3.5% | -28.7% | -26.6% |
| YTD | +36.5% | +6.7% | +29.9% | +24.8% |
| 1Y | +45.0% | +14.5% | +30.6% | +26.3% |
| All | +45.0% | +12.6% | +32.4% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling