+4.6%
LOW vs SOUN
-28.2%
+32.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.7% | -7.1% | +3.4% | -3.5% |
| 30D | -8.9% | -15.4% | +6.5% | -8.4% |
| 3M | -10.4% | -10.6% | +0.2% | -10.2% |
| 6M | -19.4% | -19.6% | +0.2% | -19.2% |
| YTD | -17.1% | -37.2% | +20.1% | -16.4% |
| 1Y | -26.3% | -57.1% | +30.8% | -24.9% |
| 3Y | -9.9% | +178.2% | -188.1% | -15.5% |
| All | +4.6% | -28.2% | +32.8% | -1.9% |
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 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