+101.9%
IBM vs SOUN
-24.7%
+126.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | +0.3% | -4.1% | +4.4% | +0.4% |
| 30D | -1.5% | -18.1% | +16.6% | -1.0% |
| 3M | -16.8% | -12.3% | -4.5% | -16.6% |
| 6M | -9.0% | -18.6% | +9.6% | -8.8% |
| YTD | -20.1% | -34.1% | +14.1% | -19.6% |
| 1Y | -7.0% | -57.0% | +50.0% | -6.0% |
| 3Y | +72.4% | +185.7% | -113.3% | +67.5% |
| All | +101.9% | -24.7% | +126.5% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling