+256.2%
UMC vs SOUN
-28.2%
+284.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +9.0% | -7.1% | +16.1% | +9.3% |
| 30D | +17.2% | -15.4% | +32.7% | +18.0% |
| 3M | +11.4% | -10.6% | +22.0% | +11.7% |
| 6M | +137.5% | -19.6% | +157.1% | +138.7% |
| YTD | +193.1% | -37.2% | +230.3% | +196.4% |
| 1Y | +240.3% | -57.1% | +297.4% | +247.7% |
| 3Y | +262.2% | +178.2% | +84.0% | +246.2% |
| All | +256.2% | -28.2% | +284.4% | +244.0% |
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