+36.6%
BA vs SOUN
-24.7%
+61.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +2.5% | -4.1% | +6.6% | +2.7% |
| 30D | -10.1% | -18.1% | +8.0% | -9.3% |
| 3M | -2.4% | -12.3% | +9.9% | -2.0% |
| 6M | -8.8% | -18.6% | +9.8% | -8.4% |
| YTD | -2.9% | -34.1% | +31.2% | -1.8% |
| 1Y | -8.8% | -57.0% | +48.3% | -6.3% |
| 3Y | -0.3% | +185.7% | -185.9% | -6.9% |
| All | +36.6% | -24.7% | +61.3% | +26.7% |
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