+54.1%
SO vs SOUN
+95.0%
-40.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.2% |
| 7D | +1.4% | -15.1% | +16.4% | +1.0% |
| 30D | +4.7% | -23.0% | +27.7% | +4.2% |
| 3M | +1.7% | -53.3% | +55.0% | +0.3% |
| 6M | +2.2% | -58.6% | +60.7% | +0.7% |
| YTD | +10.0% | -65.0% | +75.0% | +8.4% |
| 1Y | +6.0% | -71.4% | +77.5% | +4.2% |
| 3Y | +54.1% | +75.4% | -21.3% | +53.4% |
| All | +54.1% | +95.0% | -40.9% | +53.4% |
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