+77.2%
SNOW vs SOUN
-28.2%
+105.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.4% | -7.1% | +4.7% | -1.7% |
| 30D | -1.0% | -15.4% | +14.4% | +0.6% |
| 3M | +36.9% | -10.6% | +47.4% | +37.9% |
| 6M | +83.4% | -19.6% | +103.0% | +86.4% |
| YTD | +50.0% | -37.2% | +87.2% | +55.4% |
| 1Y | +46.5% | -57.1% | +103.6% | +55.9% |
| 3Y | +93.3% | +178.2% | -84.9% | +65.5% |
| All | +77.2% | -28.2% | +105.4% | +46.7% |
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