+97.5%
CSCO vs SOUN
+95.0%
+2.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.2% | -6.1% |
| 7D | +1.9% | -15.1% | +17.0% | +2.4% |
| 30D | -15.8% | -23.0% | +7.1% | -15.2% |
| 3M | -15.4% | -53.3% | +38.0% | -13.4% |
| 6M | -5.4% | -58.6% | +53.2% | -3.0% |
| YTD | +26.5% | -65.0% | +91.5% | +29.8% |
| 1Y | +25.9% | -71.4% | +97.3% | +29.9% |
| 3Y | +97.5% | +75.4% | +22.2% | +95.4% |
| All | +97.5% | +95.0% | +2.6% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling