-7.5%
SRE vs SOLS
+17.1%
-24.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -1.7% | +0.9% | -2.6% | -1.8% |
| 3M | -7.1% | -20.7% | +13.6% | -6.3% |
| 6M | -8.4% | -17.7% | +9.3% | -8.1% |
| YTD | -3.5% | +27.1% | -30.6% | -4.2% |
| All | -7.5% | +17.1% | -24.5% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling