+128.1%
CSCO vs SOUN
-58.7%
+186.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.9% | +9.2% | +1.4% |
| 7D | +6.6% | -15.5% | +22.1% | +7.0% |
| 30D | -11.3% | -26.2% | +14.9% | -10.8% |
| 3M | -17.3% | -51.4% | +34.0% | -16.0% |
| 6M | +3.5% | -55.3% | +58.9% | +5.2% |
| YTD | +34.9% | -63.9% | +98.8% | +37.3% |
| 1Y | +40.5% | -72.8% | +113.3% | +43.8% |
| 3Y | +109.3% | +101.1% | +8.1% | +104.4% |
| All | +128.1% | -58.7% | +186.8% | +122.7% |
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 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