+118.9%
B vs SOUN
-28.2%
+147.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -2.4% | -7.1% | +4.7% | -2.3% |
| 30D | +6.3% | -15.4% | +21.8% | +6.6% |
| 3M | +12.1% | -10.6% | +22.7% | +12.3% |
| 6M | -3.1% | -19.6% | +16.5% | -2.9% |
| YTD | +2.0% | -37.2% | +39.2% | +2.3% |
| 1Y | +51.7% | -57.1% | +108.7% | +52.5% |
| 3Y | +190.5% | +178.2% | +12.3% | +193.1% |
| All | +118.9% | -28.2% | +147.1% | +127.3% |
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