-12.0%
SE vs SOUN
-58.7%
+46.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.9% | +8.6% | +1.3% |
| 7D | -1.5% | -15.5% | +14.0% | -0.3% |
| 30D | -22.3% | -26.2% | +3.9% | -20.6% |
| 3M | -41.8% | -51.4% | +9.5% | -38.7% |
| 6M | -22.4% | -55.3% | +32.9% | -18.0% |
| YTD | -41.6% | -63.9% | +22.3% | -37.7% |
| 1Y | -48.0% | -72.8% | +24.8% | -43.6% |
| 3Y | +63.9% | +101.1% | -37.3% | +43.5% |
| All | -12.0% | -58.7% | +46.7% | -23.5% |
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