+38.4%
USB vs SOLS
+21.2%
+17.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -1.3% | +2.1% | -3.4% | -1.4% |
| 3M | +15.2% | -24.1% | +39.4% | +15.8% |
| 6M | +18.8% | -15.0% | +33.8% | +18.2% |
| YTD | +21.0% | +31.6% | -10.6% | +16.5% |
| All | +38.4% | +21.2% | +17.2% | +32.2% |
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