+143.8%
CSCO vs SOUN
-25.7%
+169.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | 0.0% | -4.4% | +4.4% | +0.1% |
| 30D | -10.7% | -13.1% | +2.4% | -10.5% |
| 3M | -8.7% | -7.7% | -1.0% | -8.7% |
| 6M | +44.9% | -21.2% | +66.1% | +45.2% |
| YTD | +44.1% | -35.0% | +79.1% | +44.9% |
| 1Y | +65.9% | -56.4% | +122.2% | +67.8% |
| 3Y | +109.0% | +181.7% | -72.7% | +102.1% |
| All | +143.8% | -25.7% | +169.5% | +135.0% |
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 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