-16.3%
SOUN vs ITOT
+86.7%
-103.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -1.6% |
| 7D | -6.8% | -2.0% | -4.8% | -2.2% |
| 30D | -15.2% | -2.0% | -13.3% | -11.1% |
| 3M | -7.0% | +4.5% | -11.5% | -15.1% |
| 6M | -20.5% | +12.6% | -33.1% | -38.0% |
| YTD | -37.0% | +12.0% | -49.0% | -49.5% |
| 1Y | -55.3% | +17.3% | -72.6% | -67.2% |
| 3Y | +173.0% | +75.2% | +97.8% | +7.9% |
| All | -16.3% | +86.7% | -103.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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