+5.6%
EXC vs SOUN
-28.0%
+33.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.7% |
| 7D | -1.6% | -6.8% | +5.2% | -1.6% |
| 30D | -2.4% | -15.2% | +12.9% | -2.4% |
| 3M | -4.0% | -7.0% | +3.0% | -4.0% |
| 6M | -9.8% | -20.5% | +10.7% | -9.8% |
| YTD | +2.3% | -37.0% | +39.3% | +2.3% |
| 1Y | +3.8% | -55.3% | +59.1% | +3.8% |
| 3Y | +19.7% | +173.0% | -153.3% | +17.6% |
| All | +5.6% | -28.0% | +33.6% | +4.7% |
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