+8.2%
AGG vs SOUN
-28.0%
+36.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -0.9% | -6.8% | +5.9% | -0.9% |
| 30D | -1.0% | -15.2% | +14.3% | -0.9% |
| 3M | -1.3% | -7.0% | +5.7% | -1.3% |
| 6M | -2.1% | -20.5% | +18.4% | -2.1% |
| YTD | -1.2% | -37.0% | +35.8% | -1.2% |
| 1Y | -0.5% | -55.3% | +54.8% | -0.5% |
| 3Y | +12.4% | +173.0% | -160.6% | +12.4% |
| All | +8.2% | -28.0% | +36.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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