+457.0%
SOUN vs GEHC
+10.0%
+447.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | -5.2% | -4.0% | -1.2% | -2.3% |
| 30D | +4.8% | -2.0% | +6.8% | +6.5% |
| 3M | -15.9% | +8.0% | -23.8% | -23.7% |
| 6M | -17.4% | -12.8% | -4.6% | -10.7% |
| YTD | -32.4% | -15.9% | -16.5% | -25.1% |
| 1Y | -49.3% | -6.9% | -42.4% | -49.2% |
| 3Y | +167.5% | 0.0% | +167.5% | +139.6% |
| All | +457.0% | +10.0% | +447.1% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling