+87.3%
SPY vs SOUN
-60.0%
+147.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | +2.6% | -15.1% | +17.7% | +3.2% |
| 30D | -2.0% | -23.0% | +21.0% | -1.1% |
| 3M | -2.8% | -53.3% | +50.6% | -0.1% |
| 6M | +2.1% | -58.6% | +60.7% | +5.2% |
| YTD | +11.5% | -65.0% | +76.5% | +15.1% |
| 1Y | +13.5% | -71.4% | +84.9% | +17.9% |
| 3Y | +77.7% | +75.4% | +2.3% | +71.6% |
| All | +87.3% | -60.0% | +147.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling