+96.8%
META vs SOUN
+95.0%
+1.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.1% |
| 7D | +5.2% | -15.1% | +20.3% | +6.5% |
| 30D | -13.0% | -23.0% | +10.0% | -11.3% |
| 3M | +7.9% | -53.3% | +61.3% | +14.3% |
| 6M | +4.2% | -58.6% | +62.8% | +10.9% |
| YTD | -2.5% | -65.0% | +62.5% | +4.1% |
| 1Y | +5.6% | -71.4% | +77.0% | +14.4% |
| 3Y | +96.8% | +75.4% | +21.4% | +88.8% |
| All | +96.8% | +95.0% | +1.8% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling