+32.6%
SOLS vs SNY
+2.7%
+29.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.7% | -11.3% | -5.6% |
| 7D | -8.8% | +12.4% | -21.2% | -7.0% |
| 30D | -0.6% | +20.1% | -20.8% | +1.9% |
| 3M | -9.0% | +11.2% | -20.3% | -7.5% |
| 6M | -28.7% | +9.5% | -38.2% | -27.3% |
| YTD | +19.2% | +3.4% | +15.8% | +23.0% |
| 1Y | +32.6% | +2.0% | +30.6% | +36.9% |
| All | +32.6% | +2.7% | +29.9% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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