-25.2%
SOLS vs SBAC
-9.3%
-15.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.2% |
| 7D | +14.0% | +0.6% | +13.4% | +14.2% |
| 30D | +10.0% | +5.5% | +4.5% | +11.8% |
| 3M | +5.8% | +3.1% | +2.7% | +5.2% |
| 6M | -25.2% | -7.0% | -18.2% | -29.5% |
| All | -25.2% | -9.3% | -15.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 6mo: compounded portfolio wealth divided by compounded SBAC 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…
6mo analysis · Full analysis span regression · 6 months rolling