+143.3%
CSCO vs SOUN
-22.7%
+166.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | -5.2% | +4.5% | -0.5% |
| 30D | -10.1% | +4.8% | -14.9% | -10.3% |
| 3M | -15.7% | -15.9% | +0.2% | -15.5% |
| 6M | +36.3% | -17.4% | +53.7% | +36.4% |
| YTD | +43.8% | -32.4% | +76.2% | +44.5% |
| 1Y | +63.9% | -49.3% | +113.2% | +65.3% |
| 3Y | +104.4% | +167.5% | -63.1% | +97.7% |
| All | +143.3% | -22.7% | +166.0% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling