+28.4%
F vs SOUN
-24.7%
+53.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -4.1% |
| 7D | +1.2% | -4.1% | +5.2% | +1.4% |
| 30D | +1.2% | -18.1% | +19.3% | +2.1% |
| 3M | -5.7% | -12.3% | +6.6% | -5.3% |
| 6M | +17.9% | -18.6% | +36.5% | +18.5% |
| YTD | +10.4% | -34.1% | +44.5% | +11.8% |
| 1Y | +25.3% | -57.0% | +82.4% | +28.8% |
| 3Y | +37.5% | +185.7% | -148.2% | +24.2% |
| All | +28.4% | -24.7% | +53.1% | +15.3% |
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 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