-71.4%
SOUN vs EWJ
+18.0%
-89.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +3.0% |
| 7D | -2.7% | -1.2% | -1.5% | -1.1% |
| 30D | -26.5% | -5.5% | -21.1% | -20.7% |
| 3M | -33.6% | -0.8% | -32.8% | -33.0% |
| 6M | -54.4% | +7.1% | -61.5% | -58.0% |
| YTD | -56.7% | +16.9% | -73.6% | -66.5% |
| 1Y | -71.4% | +18.2% | -89.6% | -78.4% |
| All | -71.4% | +18.0% | -89.4% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling