+401.3%
GLW vs SOUN
-28.0%
+429.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -3.0% |
| 7D | +11.7% | -6.8% | +18.6% | +12.1% |
| 30D | +2.7% | -15.2% | +17.9% | +3.5% |
| 3M | -2.8% | -7.0% | +4.1% | -2.5% |
| 6M | +20.2% | -20.5% | +40.7% | +20.9% |
| YTD | +87.3% | -37.0% | +124.3% | +90.1% |
| 1Y | +119.6% | -55.3% | +174.9% | +125.8% |
| 3Y | +453.7% | +173.0% | +280.6% | +422.5% |
| All | +401.3% | -28.0% | +429.3% | +371.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling