+572.9%
AVGO vs SOUN
-28.2%
+601.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.1% | -7.1% | +8.3% | +1.7% |
| 30D | -13.0% | -15.4% | +2.4% | -11.8% |
| 3M | -6.0% | -10.6% | +4.6% | -5.3% |
| 6M | +6.4% | -19.6% | +26.0% | +7.6% |
| YTD | +5.0% | -37.2% | +42.2% | +7.8% |
| 1Y | +1.4% | -57.1% | +58.5% | +6.8% |
| 3Y | +336.8% | +178.2% | +158.6% | +308.5% |
| All | +572.9% | -28.2% | +601.1% | +527.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling