-18.3%
STRL vs SOLS
+26.5%
-44.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.1% |
| 7D | +23.4% | +20.8% | +2.6% | +8.5% |
| 30D | -39.5% | +9.2% | -48.7% | -42.1% |
| 3M | -45.1% | +7.1% | -52.1% | -47.0% |
| 6M | -64.6% | -23.7% | -40.9% | -58.6% |
| YTD | -1.5% | +37.3% | -38.9% | -8.6% |
| 1Y | -20.8% | +42.2% | -62.9% | -27.5% |
| All | -18.3% | +26.5% | -44.8% | -24.5% |
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 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