+37.0%
SOLS vs Z
-59.5%
+96.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.2% |
| 7D | +14.0% | +0.8% | +13.2% | +14.1% |
| 30D | +10.0% | +5.2% | +4.8% | +11.0% |
| 3M | +5.8% | -17.0% | +22.9% | +4.1% |
| 6M | -25.2% | -22.7% | -2.5% | -25.9% |
| YTD | +36.5% | -56.3% | +92.9% | +30.6% |
| 1Y | +45.0% | -57.7% | +102.7% | +38.7% |
| All | +37.0% | -59.5% | +96.5% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling