-10.0%
UL vs SOLS
+17.1%
-27.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.0% |
| 30D | -1.2% | +0.9% | -2.1% | -1.2% |
| 3M | +6.0% | -20.7% | +26.6% | +6.5% |
| 6M | -5.5% | -17.7% | +12.2% | -5.4% |
| YTD | -3.3% | +27.1% | -30.4% | -6.2% |
| All | -10.0% | +17.1% | -27.0% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling