-45.2%
SOUN vs BURL
+17.1%
-62.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.6% |
| 7D | -2.6% | +4.1% | -6.7% | -4.8% |
| 30D | -27.0% | -9.5% | -17.5% | -22.9% |
| 3M | -41.9% | -33.5% | -8.4% | -28.0% |
| 6M | -56.1% | -22.1% | -34.0% | -51.4% |
| YTD | -58.8% | -14.6% | -44.2% | -56.9% |
| 1Y | -71.1% | -8.4% | -62.8% | -71.7% |
| 3Y | +130.9% | +86.6% | +44.3% | +61.0% |
| All | -45.2% | +17.1% | -62.3% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling