+55.1%
BAC vs SOUN
-60.0%
+115.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.1% |
| 7D | +3.2% | -15.1% | +18.3% | +4.0% |
| 30D | -0.7% | -23.0% | +22.2% | +0.4% |
| 3M | -20.0% | -53.3% | +33.4% | -17.4% |
| 6M | +3.4% | -58.6% | +62.0% | +7.1% |
| YTD | -5.7% | -65.0% | +59.2% | -2.1% |
| 1Y | -1.4% | -71.4% | +70.0% | +3.2% |
| 3Y | +97.9% | +75.4% | +22.5% | +84.2% |
| All | +55.1% | -60.0% | +115.1% | +43.2% |
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