-52.0%
SOUN vs ALL
+128.3%
-180.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.6% | -8.6% |
| 7D | -15.5% | 0.0% | -15.5% | -15.6% |
| 30D | -26.2% | +12.8% | -39.0% | -29.8% |
| 3M | -51.4% | +4.7% | -56.0% | -52.4% |
| 6M | -55.3% | +24.9% | -80.3% | -60.3% |
| YTD | -63.9% | +30.0% | -93.9% | -69.0% |
| 1Y | -72.8% | +29.9% | -102.8% | -76.7% |
| 3Y | +101.1% | +117.5% | -16.4% | +17.0% |
| All | -52.0% | +128.3% | -180.3% | -73.5% |
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