+106.0%
SLV vs SOUN
-60.0%
+166.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.1% |
| 7D | -5.8% | -15.1% | +9.2% | -5.4% |
| 30D | -12.1% | -23.0% | +10.8% | -11.4% |
| 3M | -24.1% | -53.3% | +29.2% | -22.5% |
| 6M | -44.4% | -58.6% | +14.2% | -43.1% |
| YTD | -31.5% | -65.0% | +33.5% | -29.9% |
| 1Y | -6.9% | -71.4% | +64.5% | -4.5% |
| 3Y | +116.0% | +75.4% | +40.6% | +117.1% |
| All | +106.0% | -60.0% | +166.0% | +107.8% |
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 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