+25.9%
STM vs SOUN
-60.0%
+85.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.8% |
| 7D | +12.0% | -15.1% | +27.1% | +13.2% |
| 30D | -0.4% | -23.0% | +22.6% | +1.4% |
| 3M | -13.2% | -53.3% | +40.2% | -8.6% |
| 6M | -26.1% | -58.6% | +32.5% | -21.7% |
| YTD | +81.2% | -65.0% | +146.2% | +92.9% |
| 1Y | +98.3% | -71.4% | +169.8% | +113.4% |
| 3Y | +16.7% | +75.4% | -58.7% | +12.5% |
| All | +25.9% | -60.0% | +85.8% | +21.5% |
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