+32.1%
SOLS vs SITM
+119.8%
-87.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.7% | +2.8% |
| 7D | +0.3% | +9.7% | -9.4% | -1.1% |
| 30D | +2.1% | +12.7% | -10.6% | -0.7% |
| 3M | -24.1% | -13.4% | -10.7% | -23.4% |
| 6M | -15.0% | +59.6% | -74.6% | -22.6% |
| YTD | +31.6% | +73.3% | -41.7% | +21.2% |
| All | +32.1% | +119.8% | -87.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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