+72.3%
V vs SOUN
-28.0%
+100.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | 0.0% |
| 7D | -3.0% | -6.8% | +3.8% | -2.9% |
| 30D | +1.2% | -15.2% | +16.5% | +1.6% |
| 3M | +13.9% | -7.0% | +20.9% | +14.0% |
| 6M | +17.2% | -20.5% | +37.8% | +17.5% |
| YTD | +5.3% | -37.0% | +42.3% | +6.0% |
| 1Y | +9.5% | -55.3% | +64.8% | +10.9% |
| 3Y | +51.9% | +173.0% | -121.1% | +44.8% |
| All | +72.3% | -28.0% | +100.2% | +62.8% |
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