+46.8%
CME vs SOUN
-25.7%
+72.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -0.6% | -4.4% | +3.8% | -0.6% |
| 30D | +4.7% | -13.1% | +17.8% | +4.7% |
| 3M | +7.8% | -7.7% | +15.5% | +7.8% |
| 6M | -11.0% | -21.2% | +10.2% | -11.0% |
| YTD | +4.0% | -35.0% | +39.0% | +4.0% |
| 1Y | +9.1% | -56.4% | +65.5% | +9.1% |
| 3Y | +52.3% | +181.7% | -129.5% | +50.7% |
| All | +46.8% | -25.7% | +72.5% | +45.8% |
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