+74.2%
STM vs SOLS
+21.2%
+53.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -2.0% | +0.3% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | -1.0% | +2.1% | -3.1% | -2.1% |
| 3M | -33.3% | -24.1% | -9.1% | -25.9% |
| 6M | +57.4% | -15.0% | +72.3% | +66.4% |
| YTD | +102.2% | +31.6% | +70.6% | +88.7% |
| All | +74.2% | +21.2% | +53.0% | +60.8% |
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 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