+147.5%
SAP vs SOUN
-55.6%
+203.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.4% |
| 7D | +1.5% | -6.1% | +7.6% | +1.7% |
| 30D | +8.8% | -28.2% | +37.0% | +10.1% |
| 3M | +12.1% | -48.1% | +60.2% | +14.8% |
| 6M | +34.6% | -56.4% | +91.0% | +38.5% |
| YTD | -2.1% | -61.2% | +59.1% | +0.8% |
| 1Y | -5.5% | -73.1% | +67.6% | -1.7% |
| 3Y | +67.4% | +116.2% | -48.8% | +63.5% |
| All | +147.5% | -55.6% | +203.2% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling