+31.1%
SOLS vs STLA
-49.6%
+80.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | +5.0% | -5.2% | +10.2% | +6.1% |
| 3M | -21.1% | -24.9% | +3.8% | -16.2% |
| 6M | -14.2% | -25.2% | +11.0% | -9.7% |
| YTD | +30.6% | -51.4% | +82.1% | +48.2% |
| All | +31.1% | -49.6% | +80.7% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling