+37.9%
SOLS vs Z
-60.8%
+98.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -1.2% |
| 7D | +20.8% | -4.9% | +25.8% | +20.1% |
| 30D | +9.2% | +3.0% | +6.2% | +10.0% |
| 3M | +7.1% | -13.4% | +20.5% | +5.8% |
| 6M | -23.7% | -27.3% | +3.7% | -24.9% |
| YTD | +37.3% | -57.8% | +95.1% | +30.9% |
| 1Y | +42.2% | -60.0% | +102.2% | +34.4% |
| All | +37.9% | -60.8% | +98.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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