+27.6%
SOLS vs SPYG
+14.8%
+12.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -1.9% |
| 7D | +0.3% | -1.8% | +2.1% | +2.1% |
| 30D | +0.9% | -1.9% | +2.8% | +2.8% |
| 3M | -20.7% | +5.2% | -25.8% | -24.3% |
| 6M | -17.7% | +15.6% | -33.2% | -28.5% |
| YTD | +27.1% | +12.4% | +14.7% | +11.5% |
| All | +27.6% | +14.8% | +12.8% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling