+90.6%
BAC vs SOUN
-25.7%
+116.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +0.6% | -4.4% | +5.0% | +0.8% |
| 30D | -1.4% | -13.1% | +11.8% | -0.8% |
| 3M | +15.7% | -7.7% | +23.4% | +15.9% |
| 6M | +32.2% | -21.2% | +53.4% | +32.8% |
| YTD | +15.8% | -35.0% | +50.8% | +17.1% |
| 1Y | +27.3% | -56.4% | +83.6% | +30.5% |
| 3Y | +137.5% | +181.7% | -44.3% | +115.8% |
| All | +90.6% | -25.7% | +116.3% | +71.3% |
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