+188.0%
SOUN vs BROS
+62.9%
+125.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.4% |
| 7D | -4.4% | -6.6% | +2.2% | -1.4% |
| 30D | -13.1% | -12.3% | -0.8% | -7.9% |
| 3M | -7.7% | -22.2% | +14.5% | -0.4% |
| 6M | -21.2% | -14.3% | -6.9% | -20.1% |
| YTD | -35.0% | -26.6% | -8.4% | -28.6% |
| 1Y | -56.4% | -31.5% | -24.9% | -50.9% |
| All | +188.0% | +62.9% | +125.1% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling