-16.5%
SOUN vs BROS
-8.6%
-7.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -7.1% | -5.8% | -1.4% | -4.6% |
| 30D | -15.4% | -14.0% | -1.5% | -9.8% |
| 3M | -10.6% | -32.5% | +21.9% | +3.3% |
| 6M | -19.6% | -14.9% | -4.7% | -17.8% |
| YTD | -37.2% | -28.3% | -8.9% | -30.3% |
| 1Y | -57.1% | -34.0% | -23.1% | -51.0% |
| 3Y | +178.2% | +63.0% | +115.3% | +103.9% |
| All | -16.5% | -8.6% | -7.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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