+104.3%
IBM vs SOUN
-22.7%
+127.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -5.2% | +4.9% | -0.2% |
| 30D | +0.3% | +4.8% | -4.5% | +0.1% |
| 3M | -21.6% | -15.9% | -5.7% | -21.4% |
| 6M | -4.7% | -17.4% | +12.7% | -4.5% |
| YTD | -19.1% | -32.4% | +13.3% | -18.7% |
| 1Y | -2.5% | -49.3% | +46.8% | -1.7% |
| 3Y | +74.2% | +167.5% | -93.3% | +69.3% |
| All | +104.3% | -22.7% | +127.0% | +98.6% |
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