+13.3%
XLI vs SOLS
+17.0%
-3.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.7% | -3.5% | +1.8% | -1.2% |
| 30D | -7.3% | -1.0% | -6.3% | -7.2% |
| 3M | -1.3% | -24.1% | +22.8% | +1.7% |
| 6M | +2.2% | -18.0% | +20.2% | +4.1% |
| YTD | +11.7% | +27.1% | -15.4% | +10.6% |
| All | +13.3% | +17.0% | -3.8% | +11.8% |
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