+37.0%
SOLS vs SM
+59.2%
-22.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +14.0% | +9.4% | +4.6% | +14.7% |
| 30D | +10.0% | -14.4% | +24.3% | +8.6% |
| 3M | +5.8% | +1.6% | +4.3% | +6.5% |
| 6M | -25.2% | +6.3% | -31.5% | -23.6% |
| YTD | +36.5% | +78.8% | -42.2% | +42.1% |
| 1Y | +45.0% | +83.1% | -38.1% | +53.0% |
| All | +37.0% | +59.2% | -22.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling