-49.3%
SOUN vs EWJ
+31.1%
-80.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.5% |
| 7D | -5.2% | +2.5% | -7.7% | -8.5% |
| 30D | +4.8% | +3.3% | +1.5% | +0.3% |
| 3M | -15.9% | +5.0% | -20.8% | -20.9% |
| 6M | -17.4% | +11.5% | -28.9% | -29.3% |
| YTD | -32.4% | +22.4% | -54.8% | -51.5% |
| 1Y | -49.3% | +30.2% | -79.5% | -67.9% |
| All | -49.3% | +31.1% | -80.4% | -67.9% |
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