-43.2%
SOUN vs BURL
+19.1%
-62.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | +0.2% |
| 7D | -2.3% | +3.5% | -5.8% | -4.2% |
| 30D | -25.5% | -9.3% | -16.2% | -21.5% |
| 3M | -33.7% | -32.1% | -1.6% | -18.8% |
| 6M | -53.4% | -19.8% | -33.6% | -49.2% |
| YTD | -57.3% | -13.2% | -44.1% | -55.8% |
| 1Y | -72.9% | -7.8% | -65.1% | -73.5% |
| 3Y | +131.5% | +89.3% | +42.2% | +60.1% |
| All | -43.2% | +19.1% | -62.3% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling