+91.3%
TER vs SOLS
+27.7%
+63.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.0% | +5.9% |
| 7D | +5.9% | +16.4% | -10.5% | -4.4% |
| 30D | -30.8% | +10.6% | -41.4% | -34.9% |
| 3M | -29.9% | +10.0% | -40.0% | -34.0% |
| 6M | -27.5% | -21.2% | -6.2% | -15.1% |
| YTD | +37.5% | +38.7% | -1.2% | +34.2% |
| 1Y | +50.3% | +46.1% | +4.2% | +44.1% |
| All | +91.3% | +27.7% | +63.6% | +86.2% |
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