+219.4%
C vs SOUN
-24.7%
+244.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +3.2% | -4.1% | +7.3% | +3.4% |
| 30D | +1.3% | -18.1% | +19.4% | +2.2% |
| 3M | +3.1% | -12.3% | +15.4% | +3.5% |
| 6M | +29.6% | -18.6% | +48.2% | +30.2% |
| YTD | +19.0% | -34.1% | +53.1% | +20.5% |
| 1Y | +45.6% | -57.0% | +102.7% | +49.9% |
| 3Y | +269.3% | +185.7% | +83.6% | +239.8% |
| All | +219.4% | -24.7% | +244.1% | +192.2% |
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