+96.7%
BAC vs SOUN
+122.4%
-25.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.5% |
| 7D | +2.1% | -6.1% | +8.1% | +2.4% |
| 30D | -6.7% | -28.2% | +21.5% | -5.0% |
| 3M | -20.2% | -48.1% | +27.9% | -17.4% |
| 6M | -0.2% | -56.4% | +56.2% | +3.9% |
| YTD | -6.4% | -61.2% | +54.8% | -2.4% |
| 1Y | -3.1% | -73.1% | +70.0% | +2.8% |
| 3Y | +96.7% | +116.2% | -19.5% | +76.0% |
| All | +96.7% | +122.4% | -25.7% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling