+243.3%
UMC vs SOUN
-24.7%
+268.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.2% |
| 7D | +6.6% | -4.1% | +10.7% | +6.8% |
| 30D | +16.6% | -18.1% | +34.6% | +17.4% |
| 3M | +11.0% | -12.3% | +23.3% | +11.4% |
| 6M | +131.3% | -18.6% | +149.9% | +132.2% |
| YTD | +182.5% | -34.1% | +216.6% | +185.1% |
| 1Y | +222.3% | -57.0% | +279.3% | +229.1% |
| 3Y | +253.0% | +185.7% | +67.4% | +236.9% |
| All | +243.3% | -24.7% | +268.0% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling