-12.4%
SOUN vs EWJ
+91.5%
-103.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.0% |
| 7D | -4.1% | +2.9% | -7.0% | -8.1% |
| 30D | -18.1% | +1.1% | -19.2% | -19.4% |
| 3M | -12.3% | +7.1% | -19.4% | -20.1% |
| 6M | -18.6% | +16.2% | -34.8% | -34.3% |
| YTD | -34.1% | +22.0% | -56.1% | -50.8% |
| 1Y | -57.0% | +26.2% | -83.2% | -69.5% |
| 3Y | +185.7% | +73.5% | +112.2% | +42.1% |
| All | -12.4% | +91.5% | -103.9% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling