-7.4%
SRE vs SOLS
+21.2%
-28.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.5% | -0.8% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -0.7% | +2.1% | -2.8% | -0.8% |
| 3M | -6.3% | -24.1% | +17.8% | -5.2% |
| 6M | -10.7% | -15.0% | +4.3% | -10.5% |
| YTD | -3.5% | +31.6% | -35.1% | -4.3% |
| All | -7.4% | +21.2% | -28.6% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling