-5.8%
SRE vs SOLS
+22.7%
-28.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +1.4% | +4.5% | -3.1% | +1.3% |
| 30D | +1.9% | +6.0% | -4.1% | +1.6% |
| 3M | -3.3% | -19.7% | +16.4% | -2.5% |
| 6M | -6.4% | -10.4% | +4.0% | -6.4% |
| YTD | -1.8% | +33.3% | -35.1% | -2.7% |
| All | -5.8% | +22.7% | -28.6% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling