+70.0%
SHEL vs SOUN
+173.0%
-103.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.4% |
| 7D | +3.9% | -6.8% | +10.8% | +4.0% |
| 30D | +7.0% | -15.2% | +22.2% | +7.2% |
| 3M | +12.5% | -7.0% | +19.5% | +12.5% |
| 6M | +14.8% | -20.5% | +35.3% | +14.9% |
| YTD | +34.2% | -37.0% | +71.2% | +34.8% |
| 1Y | +37.0% | -55.3% | +92.3% | +38.3% |
| All | +70.0% | +173.0% | -103.0% | +57.4% |
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