+30.4%
ON vs SOUN
-60.0%
+90.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.6% | -3.4% |
| 7D | +12.2% | -15.1% | +27.3% | +13.6% |
| 30D | -3.1% | -23.0% | +19.8% | -1.2% |
| 3M | -12.9% | -53.3% | +40.5% | -7.7% |
| 6M | -38.6% | -58.6% | +20.0% | -34.5% |
| YTD | +31.2% | -65.0% | +96.2% | +40.6% |
| 1Y | +47.6% | -71.4% | +119.1% | +60.2% |
| 3Y | +6.6% | +75.4% | -68.8% | +1.5% |
| All | +30.4% | -60.0% | +90.4% | +23.2% |
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