+419.0%
SOUN vs GEHC
+2.6%
+416.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.0% |
| 7D | -6.8% | -7.9% | +1.0% | -0.9% |
| 30D | -15.2% | -11.7% | -3.6% | -6.9% |
| 3M | -7.0% | +0.8% | -7.8% | -11.0% |
| 6M | -20.5% | -11.6% | -8.9% | -16.0% |
| YTD | -37.0% | -21.6% | -15.4% | -26.5% |
| 1Y | -55.3% | -15.3% | -40.0% | -51.8% |
| 3Y | +173.0% | -0.5% | +173.5% | +142.3% |
| All | +419.0% | +2.6% | +416.4% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling