+191.3%
C vs SOUN
-60.0%
+251.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.1% |
| 7D | +4.2% | -15.1% | +19.3% | +5.0% |
| 30D | +2.0% | -23.0% | +24.9% | +3.2% |
| 3M | -10.1% | -53.3% | +43.2% | -6.8% |
| 6M | +1.0% | -58.6% | +59.5% | +5.0% |
| YTD | +8.5% | -65.0% | +73.5% | +13.2% |
| 1Y | +25.7% | -71.4% | +97.2% | +32.3% |
| 3Y | +216.0% | +75.4% | +140.6% | +199.0% |
| All | +191.3% | -60.0% | +251.2% | +174.6% |
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