-46.0%
SOUN vs BURL
+22.1%
-68.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -3.8% |
| 7D | -1.0% | +7.7% | -8.7% | -5.1% |
| 30D | -24.9% | -7.1% | -17.7% | -21.8% |
| 3M | -49.5% | -30.3% | -19.2% | -39.0% |
| 6M | -54.4% | -15.5% | -38.8% | -51.8% |
| YTD | -59.4% | -11.0% | -48.4% | -58.6% |
| 1Y | -71.4% | -8.4% | -62.9% | -71.8% |
| 3Y | +134.1% | +96.7% | +37.4% | +58.5% |
| All | -46.0% | +22.1% | -68.1% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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