+73.3%
STM vs SOLS
+22.7%
+50.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | +5.2% | +4.5% | +0.7% | +3.3% |
| 30D | -7.4% | +6.0% | -13.4% | -9.8% |
| 3M | -30.6% | -19.7% | -10.9% | -24.9% |
| 6M | +66.4% | -10.4% | +76.8% | +72.8% |
| YTD | +101.1% | +33.3% | +67.9% | +86.8% |
| All | +73.3% | +22.7% | +50.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling