+71.9%
STM vs SOLS
+20.3%
+51.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | 0.0% |
| 7D | +1.7% | +3.7% | -2.1% | +0.1% |
| 30D | -5.2% | +5.0% | -10.2% | -7.4% |
| 3M | -29.6% | -21.1% | -8.5% | -23.3% |
| 6M | +54.4% | -14.2% | +68.5% | +62.7% |
| YTD | +99.5% | +30.6% | +68.9% | +86.8% |
| All | +71.9% | +20.3% | +51.6% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling