+69.9%
CME vs SOUN
-60.0%
+129.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.8% |
| 7D | +3.9% | -15.1% | +19.0% | +3.9% |
| 30D | +11.3% | -23.0% | +34.3% | +11.3% |
| 3M | +19.6% | -53.3% | +72.9% | +19.5% |
| 6M | +8.1% | -58.6% | +66.6% | +8.0% |
| YTD | +20.4% | -65.0% | +85.4% | +20.3% |
| 1Y | +16.5% | -71.4% | +87.9% | +16.4% |
| 3Y | +66.4% | +75.4% | -8.9% | +64.6% |
| All | +69.9% | -60.0% | +129.9% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling