+20.1%
SGOV vs SOUN
-28.2%
+48.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -7.1% | +7.2% | 0.0% |
| 30D | +0.3% | -15.4% | +15.7% | +0.3% |
| 3M | +0.9% | -10.6% | +11.5% | +0.9% |
| 6M | +1.8% | -19.6% | +21.5% | +1.8% |
| YTD | +2.5% | -37.2% | +39.8% | +2.5% |
| 1Y | +3.8% | -57.1% | +60.8% | +3.8% |
| 3Y | +14.4% | +178.2% | -163.8% | +14.4% |
| All | +20.1% | -28.2% | +48.3% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling