+67.4%
SAP vs SOUN
+122.4%
-55.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.2% |
| 7D | +1.5% | -6.1% | +7.6% | +1.9% |
| 30D | +8.8% | -28.2% | +37.0% | +11.3% |
| 3M | +12.1% | -48.1% | +60.2% | +17.2% |
| 6M | +34.6% | -56.4% | +91.0% | +42.1% |
| YTD | -2.1% | -61.2% | +59.1% | +3.4% |
| 1Y | -5.5% | -73.1% | +67.6% | +1.8% |
| 3Y | +67.4% | +116.2% | -48.8% | +58.4% |
| All | +67.4% | +122.4% | -55.0% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling