-68.5%
NKE vs SOUN
-28.0%
-40.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -5.5% | -6.8% | +1.3% | -5.3% |
| 30D | -10.4% | -15.2% | +4.8% | -9.9% |
| 3M | -15.8% | -7.0% | -8.9% | -15.7% |
| 6M | -33.4% | -20.5% | -12.9% | -33.1% |
| YTD | -41.0% | -37.0% | -4.0% | -40.4% |
| 1Y | -49.1% | -55.3% | +6.2% | -48.1% |
| 3Y | -59.8% | +173.0% | -232.8% | -62.0% |
| All | -68.5% | -28.0% | -40.6% | -70.2% |
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