+32.6%
SOLS vs SM
+70.4%
-37.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -15.3% | +8.8% | -7.6% |
| 7D | -8.8% | -21.5% | +12.7% | -10.6% |
| 30D | -0.6% | -11.4% | +10.8% | -1.1% |
| 3M | -9.0% | +0.6% | -9.7% | -8.3% |
| 6M | -28.7% | +0.2% | -28.9% | -27.5% |
| YTD | +19.2% | +69.7% | -50.5% | +22.9% |
| 1Y | +32.6% | +71.6% | -39.0% | +39.0% |
| All | +32.6% | +70.4% | -37.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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