+69.2%
STM vs SOLS
+17.1%
+52.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -7.8% | +0.9% | -8.7% | -8.4% |
| 3M | -28.2% | -20.7% | -7.5% | -22.0% |
| 6M | +52.0% | -17.7% | +69.7% | +62.8% |
| YTD | +96.4% | +27.1% | +69.3% | +85.9% |
| All | +69.2% | +17.1% | +52.1% | +58.4% |
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