+237.3%
TER vs SOUN
-28.0%
+265.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.3% |
| 7D | +9.4% | -6.8% | +16.2% | +10.0% |
| 30D | -2.4% | -15.2% | +12.8% | -1.2% |
| 3M | +6.5% | -7.0% | +13.5% | +7.1% |
| 6M | +23.2% | -20.5% | +43.7% | +24.7% |
| YTD | +91.5% | -37.0% | +128.5% | +96.9% |
| 1Y | +214.8% | -55.3% | +270.1% | +231.4% |
| 3Y | +275.3% | +173.0% | +102.3% | +242.1% |
| All | +237.3% | -28.0% | +265.3% | +205.9% |
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