-16.3%
SOUN vs ALL
+115.5%
-131.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -6.8% | -4.3% | -2.5% | -5.2% |
| 30D | -15.2% | -3.6% | -11.7% | -14.1% |
| 3M | -7.0% | +13.2% | -20.2% | -13.1% |
| 6M | -20.5% | +22.5% | -43.0% | -29.0% |
| YTD | -37.0% | +22.7% | -59.7% | -44.5% |
| 1Y | -55.3% | +28.3% | -83.6% | -62.0% |
| 3Y | +173.0% | +152.0% | +21.0% | +38.3% |
| All | -16.3% | +115.5% | -131.8% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling