+11.2%
BA vs SOUN
-60.0%
+71.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.1% |
| 7D | -1.1% | -15.1% | +14.0% | -0.4% |
| 30D | -7.1% | -23.0% | +15.8% | -6.1% |
| 3M | -25.5% | -53.3% | +27.8% | -23.0% |
| 6M | -28.7% | -58.6% | +29.8% | -26.0% |
| YTD | -21.0% | -65.0% | +44.0% | -17.8% |
| 1Y | -11.9% | -71.4% | +59.6% | -7.6% |
| 3Y | -16.2% | +75.4% | -91.5% | -19.7% |
| All | +11.2% | -60.0% | +71.2% | +6.1% |
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