+96.5%
STM vs SOLS
+37.2%
+59.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.5% | +0.5% | -3.1% |
| 7D | -6.0% | -8.8% | +2.8% | -2.0% |
| 30D | -20.9% | -0.6% | -20.3% | -20.4% |
| 3M | -15.8% | -9.0% | -6.7% | -12.1% |
| 6M | -17.0% | -28.7% | +11.6% | -5.2% |
| YTD | +76.8% | +19.2% | +57.6% | +78.5% |
| 1Y | +96.5% | +32.6% | +63.9% | +92.5% |
| All | +96.5% | +37.2% | +59.3% | +92.5% |
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 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