+33.0%
ADP vs SOUN
-22.7%
+55.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -5.2% | +1.8% | -3.3% |
| 30D | +2.8% | +4.8% | -2.0% | +2.7% |
| 3M | +20.9% | -15.9% | +36.8% | +21.2% |
| 6M | +29.9% | -17.4% | +47.3% | +30.0% |
| YTD | +9.6% | -32.4% | +42.0% | +10.1% |
| 1Y | -5.3% | -49.3% | +44.0% | -4.6% |
| 3Y | +16.5% | +167.5% | -151.0% | +12.6% |
| All | +33.0% | -22.7% | +55.7% | +29.0% |
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 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