+27.5%
SOLS vs SITM
+128.3%
-100.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.9% |
| 7D | -3.5% | +3.9% | -7.3% | -4.0% |
| 30D | -1.0% | -6.6% | +5.6% | -0.1% |
| 3M | -24.1% | -11.9% | -12.2% | -23.5% |
| 6M | -18.0% | +81.1% | -99.1% | -26.1% |
| YTD | +27.1% | +80.0% | -52.9% | +16.3% |
| All | +27.5% | +128.3% | -100.7% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling