-79.0%
SOLT vs SPY
+39.1%
-118.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -5.9% |
| 7D | -4.1% | +0.1% | -4.2% | -4.0% |
| 30D | +77.8% | +0.1% | +77.8% | +78.7% |
| 3M | +92.9% | +2.0% | +90.9% | +85.8% |
| 6M | -3.0% | +13.0% | -16.0% | -32.8% |
| YTD | -54.6% | +13.5% | -68.1% | -67.0% |
| 1Y | -87.3% | +20.0% | -107.3% | -91.7% |
| All | -79.0% | +39.1% | -118.1% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling