+75.1%
IEFA vs SOUN
-25.7%
+100.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -0.5% | -4.4% | +4.0% | -0.3% |
| 30D | -1.1% | -13.1% | +12.0% | -0.7% |
| 3M | +5.1% | -7.7% | +12.8% | +5.2% |
| 6M | +9.3% | -21.2% | +30.5% | +9.6% |
| YTD | +13.0% | -35.0% | +48.0% | +13.7% |
| 1Y | +19.2% | -56.4% | +75.5% | +20.9% |
| 3Y | +67.0% | +181.7% | -114.8% | +61.3% |
| All | +75.1% | -25.7% | +100.8% | +69.9% |
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