-78.5%
SOLT vs SPY
+14.6%
-93.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | -5.2% |
| 7D | -16.2% | -0.7% | -15.5% | -12.7% |
| 30D | -39.6% | -1.0% | -38.6% | -35.6% |
| 3M | +47.4% | -0.3% | +47.7% | +54.7% |
| 6M | +1.7% | +7.3% | -5.6% | -24.3% |
| YTD | -62.8% | +13.3% | -76.1% | -75.0% |
| 1Y | -78.5% | +14.8% | -93.3% | -86.2% |
| All | -78.5% | +14.6% | -93.1% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling