+114.3%
IBM vs SOUN
-58.7%
+173.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.9% | +6.5% | -1.2% |
| 7D | -0.3% | -15.5% | +15.2% | +0.1% |
| 30D | +6.8% | -26.2% | +33.0% | +7.5% |
| 3M | +4.4% | -51.4% | +55.8% | +6.2% |
| 6M | +13.2% | -55.3% | +68.5% | +15.2% |
| YTD | -15.1% | -63.9% | +48.8% | -13.4% |
| 1Y | -20.2% | -72.8% | +52.6% | -18.2% |
| 3Y | +79.3% | +101.1% | -21.8% | +76.5% |
| All | +114.3% | -58.7% | +173.0% | +111.3% |
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