+45.0%
SOLS vs SFM
-36.8%
+81.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | +14.0% | +6.0% | +8.0% | +14.3% |
| 30D | +10.0% | -19.5% | +29.4% | +9.6% |
| 3M | +5.8% | -37.0% | +42.8% | +5.4% |
| 6M | -25.2% | -41.0% | +15.8% | -25.3% |
| YTD | +36.5% | -34.6% | +71.2% | +39.3% |
| 1Y | +45.0% | -36.3% | +81.3% | +47.8% |
| All | +45.0% | -36.8% | +81.8% | +47.8% |
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