+78.0%
EEM vs SOUN
-28.2%
+106.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -7.1% | +5.9% | -1.0% |
| 30D | +2.1% | -15.4% | +17.5% | +2.5% |
| 3M | +1.0% | -10.6% | +11.6% | +1.3% |
| 6M | +15.9% | -19.6% | +35.6% | +16.3% |
| YTD | +24.6% | -37.2% | +61.9% | +25.6% |
| 1Y | +32.3% | -57.1% | +89.3% | +34.2% |
| 3Y | +85.9% | +178.2% | -92.3% | +81.5% |
| All | +78.0% | -28.2% | +106.2% | +74.9% |
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