+31.1%
SOLS vs SM
+84.8%
-53.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.9% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +5.0% | +20.3% | -15.3% | +7.0% |
| 3M | -21.1% | +22.9% | -44.0% | -18.9% |
| 6M | -14.2% | +47.8% | -62.0% | -10.8% |
| YTD | +30.6% | +107.5% | -76.8% | +37.3% |
| All | +31.1% | +84.8% | -53.7% | +31.5% |
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