+11.9%
XYZ vs SOLS
+23.7%
-11.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -3.4% |
| 7D | +12.6% | +5.3% | +7.3% | +12.3% |
| 30D | +10.8% | +6.0% | +4.8% | +10.4% |
| 3M | +8.4% | +7.9% | +0.4% | +7.9% |
| 6M | +14.3% | -16.7% | +31.1% | +15.0% |
| YTD | +31.5% | +34.3% | -2.8% | +26.4% |
| 1Y | +28.1% | +38.2% | -10.1% | +20.9% |
| All | +11.9% | +23.7% | -11.8% | +5.6% |
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 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