+31.3%
EWZ vs SOUN
-52.9%
+84.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.8% |
| 7D | -1.5% | -2.6% | +1.1% | -1.4% |
| 30D | -24.5% | -27.0% | +2.5% | -24.0% |
| 3M | -10.7% | -41.9% | +31.3% | -9.7% |
| 6M | -19.1% | -56.1% | +37.1% | -17.7% |
| YTD | +1.6% | -58.8% | +60.4% | +3.2% |
| 1Y | +4.3% | -71.1% | +75.4% | +6.6% |
| 3Y | +19.0% | +130.9% | -111.9% | +15.3% |
| All | +31.3% | -52.9% | +84.2% | +27.9% |
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 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