+214.7%
META vs SOUN
-53.6%
+268.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.2% |
| 7D | +5.7% | -1.0% | +6.7% | +5.8% |
| 30D | -10.8% | -24.9% | +14.1% | -9.3% |
| 3M | +8.4% | -49.5% | +57.9% | +12.6% |
| 6M | +5.4% | -54.4% | +59.8% | +9.8% |
| YTD | -2.6% | -59.4% | +56.8% | +1.5% |
| 1Y | +3.5% | -71.4% | +74.9% | +9.9% |
| 3Y | +102.0% | +134.1% | -32.1% | +85.2% |
| All | +214.7% | -53.6% | +268.3% | +185.0% |
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