-52.0%
SOUN vs BURL
+19.6%
-71.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.7% | -6.2% | -7.0% |
| 7D | -15.5% | +0.4% | -15.9% | -15.7% |
| 30D | -26.2% | -4.3% | -21.9% | -24.5% |
| 3M | -51.4% | -28.8% | -22.6% | -41.9% |
| 6M | -55.3% | -12.8% | -42.5% | -53.7% |
| YTD | -63.9% | -12.8% | -51.1% | -62.7% |
| 1Y | -72.8% | -12.3% | -60.6% | -72.5% |
| 3Y | +101.1% | +92.7% | +8.4% | +37.9% |
| All | -52.0% | +19.6% | -71.6% | -47.6% |
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