-78.9%
SOLT vs SPY
+38.0%
-116.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +1.9% |
| 7D | +0.5% | -0.8% | +1.3% | +3.3% |
| 30D | +73.6% | -1.1% | +74.6% | +81.4% |
| 3M | +109.5% | +3.9% | +105.6% | +86.4% |
| 6M | +11.3% | +13.6% | -2.3% | -24.6% |
| YTD | -54.4% | +12.7% | -67.0% | -65.9% |
| 1Y | -89.8% | +17.5% | -107.3% | -93.0% |
| All | -78.9% | +38.0% | -116.9% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling