+140.3%
TER vs SOUN
-58.7%
+199.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.9% | +7.2% | -0.1% |
| 7D | +24.0% | -15.5% | +39.5% | +25.6% |
| 30D | -30.6% | -26.2% | -4.4% | -28.9% |
| 3M | -34.5% | -51.4% | +16.9% | -30.7% |
| 6M | -26.4% | -55.3% | +29.0% | -21.7% |
| YTD | +36.4% | -63.9% | +100.3% | +46.5% |
| 1Y | +47.4% | -72.8% | +120.2% | +61.4% |
| 3Y | +202.6% | +101.1% | +101.4% | +186.2% |
| All | +140.3% | -58.7% | +199.0% | +127.7% |
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 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