+53.6%
BAC vs SOUN
-58.7%
+112.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.9% | +7.6% | 0.0% |
| 7D | +1.5% | -15.5% | +17.0% | +2.2% |
| 30D | -6.4% | -26.2% | +19.8% | -5.2% |
| 3M | -21.7% | -51.4% | +29.7% | -19.2% |
| 6M | +0.5% | -55.3% | +55.8% | +3.7% |
| YTD | -6.7% | -63.9% | +57.2% | -3.2% |
| 1Y | -4.7% | -72.8% | +68.1% | 0.0% |
| 3Y | +96.1% | +101.1% | -5.0% | +81.5% |
| All | +53.6% | -58.7% | +112.3% | +41.6% |
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