+27.6%
SOLS vs SFM
-35.8%
+63.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.7% |
| 7D | +0.3% | -8.8% | +9.1% | +0.3% |
| 30D | +0.9% | -14.5% | +15.3% | +0.8% |
| 3M | -20.7% | -16.8% | -3.8% | -20.7% |
| 6M | -17.7% | -5.3% | -12.3% | -17.2% |
| YTD | +27.1% | -9.4% | +36.5% | +28.1% |
| All | +27.6% | -35.8% | +63.4% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling