+23.7%
SPGI vs SOLS
-27.0%
+50.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.0% |
| 7D | +1.2% | +14.0% | -12.8% | +2.9% |
| 30D | +15.9% | +10.0% | +6.0% | +17.4% |
| 3M | +12.3% | +5.8% | +6.5% | +12.8% |
| 6M | +23.7% | -25.2% | +48.9% | +15.5% |
| All | +23.7% | -27.0% | +50.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 6mo: compounded portfolio wealth divided by compounded SOLS 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…
6mo analysis · Full analysis span regression · 6 months rolling