+140.4%
SOUN vs AS
+134.9%
+5.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.8% |
| 7D | -2.6% | +6.9% | -9.5% | -6.6% |
| 30D | -27.0% | +16.0% | -43.0% | -33.5% |
| 3M | -41.9% | -12.8% | -29.1% | -37.4% |
| 6M | -56.1% | -15.4% | -40.8% | -52.2% |
| YTD | -58.8% | -15.7% | -43.0% | -55.5% |
| 1Y | -71.1% | +6.1% | -77.2% | -73.3% |
| All | +140.4% | +134.9% | +5.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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