+20.0%
STM vs SOUN
-53.6%
+73.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.2% | +6.9% |
| 7D | -5.6% | -1.0% | -4.6% | -5.5% |
| 30D | -14.4% | -24.9% | +10.4% | -12.8% |
| 3M | -20.5% | -49.5% | +29.0% | -16.7% |
| 6M | -24.5% | -54.4% | +29.9% | -20.5% |
| YTD | +72.7% | -59.4% | +132.1% | +82.0% |
| 1Y | +91.0% | -71.4% | +162.4% | +105.2% |
| 3Y | +13.5% | +134.1% | -120.6% | +7.9% |
| All | +20.0% | -53.6% | +73.5% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling