+27.5%
SOLS vs SPYG
+15.7%
+11.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.8% |
| 7D | -3.5% | -0.9% | -2.6% | -2.6% |
| 30D | -1.0% | -1.5% | +0.5% | +0.5% |
| 3M | -24.1% | +3.7% | -27.8% | -26.7% |
| 6M | -18.0% | +16.4% | -34.4% | -29.3% |
| YTD | +27.1% | +13.3% | +13.7% | +10.6% |
| All | +27.5% | +15.7% | +11.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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