+130.9%
SOUN vs ACGL
+31.5%
+99.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -3.3% |
| 7D | -2.6% | +0.9% | -3.5% | -2.6% |
| 30D | -27.0% | +13.7% | -40.7% | -27.9% |
| 3M | -41.9% | +8.0% | -50.0% | -42.4% |
| 6M | -56.1% | +13.3% | -69.4% | -56.8% |
| YTD | -58.8% | +11.8% | -70.6% | -59.6% |
| 1Y | -71.1% | +22.2% | -93.4% | -72.5% |
| 3Y | +130.9% | +32.5% | +98.4% | +104.4% |
| All | +130.9% | +31.5% | +99.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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