-29.5%
SOLZ vs SPY
+39.1%
-68.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +36.0% | +0.1% | +36.0% | +36.1% |
| 3M | +46.7% | +2.0% | +44.7% | +42.5% |
| 6M | +8.1% | +13.0% | -4.9% | -11.5% |
| YTD | -19.4% | +13.5% | -33.0% | -33.6% |
| 1Y | -52.3% | +20.0% | -72.3% | -63.2% |
| All | -29.5% | +39.1% | -68.5% | -53.7% |
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