+27.6%
SOLS vs SITM
+116.3%
-88.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.0% |
| 7D | +0.3% | +4.8% | -4.5% | -0.4% |
| 30D | +0.9% | -9.7% | +10.6% | +2.3% |
| 3M | -20.7% | -9.3% | -11.3% | -20.2% |
| 6M | -17.7% | +69.5% | -87.2% | -25.1% |
| YTD | +27.1% | +70.5% | -43.4% | +17.3% |
| All | +27.6% | +116.3% | -88.7% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling