+32.1%
SOLS vs SFM
-27.6%
+59.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +1.0% | +3.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +2.1% | -4.4% | +6.5% | +2.1% |
| 3M | -24.1% | +1.5% | -25.7% | -23.8% |
| 6M | -15.0% | +6.5% | -21.4% | -14.5% |
| YTD | +31.6% | +2.2% | +29.4% | +32.7% |
| All | +32.1% | -27.6% | +59.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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