-31.5%
XYL vs SOLS
+37.2%
-68.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.5% | +11.5% | +5.1% |
| 7D | +14.5% | -8.8% | +23.3% | +14.7% |
| 30D | -1.3% | -0.6% | -0.7% | -1.7% |
| 3M | -17.0% | -9.0% | -7.9% | -16.9% |
| 6M | -11.3% | -28.7% | +17.3% | -9.5% |
| YTD | -25.0% | +19.2% | -44.1% | -28.0% |
| 1Y | -31.5% | +32.6% | -64.2% | -35.6% |
| All | -31.5% | +37.2% | -68.7% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling