+38.6%
STM vs SOUN
-25.7%
+64.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +1.7% | -4.4% | +6.1% | +2.0% |
| 30D | -5.2% | -13.1% | +8.0% | -4.2% |
| 3M | -29.6% | -7.7% | -21.9% | -29.2% |
| 6M | +54.4% | -21.2% | +75.5% | +56.0% |
| YTD | +99.5% | -35.0% | +134.5% | +103.8% |
| 1Y | +100.8% | -56.4% | +157.1% | +109.3% |
| 3Y | +20.2% | +181.7% | -161.6% | +11.3% |
| All | +38.6% | -25.7% | +64.3% | +28.4% |
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