+134.1%
SOUN vs BURL
+95.8%
+38.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -4.0% |
| 7D | -1.0% | +7.7% | -8.7% | -5.5% |
| 30D | -24.9% | -7.1% | -17.7% | -21.5% |
| 3M | -49.5% | -30.3% | -19.2% | -37.7% |
| 6M | -54.4% | -15.5% | -38.8% | -51.7% |
| YTD | -59.4% | -11.0% | -48.4% | -58.9% |
| 1Y | -71.4% | -8.4% | -62.9% | -72.2% |
| 3Y | +134.1% | +96.7% | +37.4% | +84.9% |
| All | +134.1% | +95.8% | +38.3% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling