+157.0%
TER vs SOLS
+21.2%
+135.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.6% | +3.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -8.3% | +2.1% | -10.4% | -9.7% |
| 3M | -12.2% | -24.1% | +11.9% | +5.0% |
| 6M | +17.1% | -15.0% | +32.0% | +32.7% |
| YTD | +84.7% | +31.6% | +53.1% | +85.4% |
| All | +157.0% | +21.2% | +135.8% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling