+125.5%
GM vs SOUN
-25.7%
+151.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | -1.1% | -4.4% | +3.3% | -0.8% |
| 30D | -4.6% | -13.1% | +8.6% | -3.8% |
| 3M | +0.2% | -7.7% | +7.9% | +0.5% |
| 6M | +12.6% | -21.2% | +33.8% | +13.4% |
| YTD | +3.7% | -35.0% | +38.7% | +5.3% |
| 1Y | +45.6% | -56.4% | +102.0% | +50.4% |
| 3Y | +162.0% | +181.7% | -19.8% | +133.4% |
| All | +125.5% | -25.7% | +151.2% | +98.1% |
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