+46.0%
F vs SOUN
+95.0%
-49.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.3% |
| 7D | -3.1% | -15.1% | +12.0% | -2.1% |
| 30D | 0.0% | -23.0% | +23.0% | +1.6% |
| 3M | -13.2% | -53.3% | +40.1% | -9.3% |
| 6M | -10.2% | -58.6% | +48.3% | -5.7% |
| YTD | -4.9% | -65.0% | +60.1% | +0.2% |
| 1Y | -6.1% | -71.4% | +65.4% | -0.1% |
| 3Y | +46.0% | +75.4% | -29.4% | +29.0% |
| All | +46.0% | +95.0% | -49.0% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling