+37.7%
W vs SOLS
+27.7%
+9.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.9% |
| 7D | -7.4% | +16.4% | -23.8% | -10.7% |
| 30D | +7.8% | +10.6% | -2.8% | +4.7% |
| 3M | +10.9% | +10.0% | +0.9% | +7.4% |
| 6M | +86.4% | -21.2% | +107.6% | +96.6% |
| YTD | +14.0% | +38.7% | -24.7% | -7.6% |
| 1Y | +3.5% | +46.1% | -42.5% | -18.4% |
| All | +37.7% | +27.7% | +9.9% | +10.9% |
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