+90.2%
SPYM vs SOUN
-24.7%
+114.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.5% |
| 7D | +0.6% | -4.1% | +4.7% | +0.7% |
| 30D | -0.9% | -18.1% | +17.2% | -0.2% |
| 3M | +3.9% | -12.3% | +16.2% | +4.2% |
| 6M | +14.5% | -18.6% | +33.1% | +14.9% |
| YTD | +13.0% | -34.1% | +47.1% | +14.0% |
| 1Y | +19.4% | -57.0% | +76.5% | +22.0% |
| 3Y | +78.9% | +185.7% | -106.8% | +69.1% |
| All | +90.2% | -24.7% | +114.9% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling