+55.5%
EWZ vs SOUN
-22.7%
+78.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -5.2% | +11.7% | +6.6% |
| 30D | +4.8% | +4.8% | 0.0% | +4.7% |
| 3M | +9.9% | -15.9% | +25.7% | +10.2% |
| 6M | +1.9% | -17.4% | +19.4% | +2.1% |
| YTD | +20.3% | -32.4% | +52.7% | +20.8% |
| 1Y | +35.6% | -49.3% | +84.9% | +36.8% |
| 3Y | +43.4% | +167.5% | -124.0% | +37.8% |
| All | +55.5% | -22.7% | +78.2% | +49.8% |
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