-16.5%
SOUN vs BAH
-3.1%
-13.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -7.1% | +4.3% | -11.4% | -8.9% |
| 30D | -15.4% | -2.5% | -13.0% | -14.5% |
| 3M | -10.6% | -0.9% | -9.6% | -10.8% |
| 6M | -19.6% | +1.5% | -21.1% | -21.4% |
| YTD | -37.2% | -8.0% | -29.2% | -36.0% |
| 1Y | -57.1% | -24.7% | -32.3% | -52.1% |
| 3Y | +178.2% | -28.4% | +206.6% | +175.6% |
| All | -16.5% | -3.1% | -13.4% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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