+15.7%
XLV vs SOLS
+17.0%
-1.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -3.6% | -3.5% | -0.1% | -3.6% |
| 30D | -1.8% | -1.0% | -0.9% | -1.8% |
| 3M | +7.8% | -24.1% | +31.9% | +8.4% |
| 6M | +9.1% | -18.0% | +27.1% | +8.9% |
| YTD | +7.7% | +27.1% | -19.3% | +5.9% |
| All | +15.7% | +17.0% | -1.3% | +13.5% |
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