+294.2%
SOUN vs AS
+120.4%
+173.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -2.2% |
| 7D | -5.2% | -4.9% | -0.3% | -2.3% |
| 30D | +4.8% | -19.6% | +24.4% | +19.4% |
| 3M | -15.9% | -14.4% | -1.5% | -8.4% |
| 6M | -17.4% | -20.1% | +2.7% | -6.7% |
| YTD | -32.4% | -20.9% | -11.5% | -23.8% |
| 1Y | -49.3% | -21.9% | -27.4% | -43.3% |
| All | +294.2% | +120.4% | +173.8% | +139.4% |
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