+149.8%
CSCO vs SOUN
-28.2%
+178.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +2.7% | -7.1% | +9.8% | +2.9% |
| 30D | -9.5% | -15.4% | +5.9% | -9.2% |
| 3M | -7.6% | -10.6% | +3.0% | -7.5% |
| 6M | +44.9% | -19.6% | +64.5% | +45.2% |
| YTD | +47.7% | -37.2% | +84.9% | +48.6% |
| 1Y | +69.1% | -57.1% | +126.1% | +71.2% |
| 3Y | +113.5% | +178.2% | -64.7% | +106.6% |
| All | +149.8% | -28.2% | +178.0% | +141.0% |
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 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