+11.8%
BA vs SOUN
-53.6%
+65.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.7% | -1.0% | -0.7% | -1.7% |
| 30D | -9.5% | -24.9% | +15.4% | -8.3% |
| 3M | -26.5% | -49.5% | +23.0% | -24.2% |
| 6M | -27.4% | -54.4% | +27.0% | -25.0% |
| YTD | -20.6% | -59.4% | +38.8% | -17.9% |
| 1Y | -11.4% | -71.4% | +59.9% | -7.2% |
| 3Y | -10.8% | +134.1% | -144.9% | -15.5% |
| All | +11.8% | -53.6% | +65.3% | +5.9% |
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