-10.1%
SOUN vs BURL
+26.0%
-36.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.5% |
| 7D | -5.2% | -2.8% | -2.4% | -3.9% |
| 30D | +4.8% | -28.2% | +33.0% | +25.3% |
| 3M | -15.9% | -17.6% | +1.7% | -7.7% |
| 6M | -17.4% | -11.8% | -5.6% | -14.4% |
| YTD | -32.4% | -8.1% | -24.3% | -31.7% |
| 1Y | -49.3% | -12.0% | -37.3% | -48.3% |
| 3Y | +167.5% | +63.3% | +104.2% | +97.7% |
| All | -10.1% | +26.0% | -36.1% | -4.1% |
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