-16.3%
SOUN vs BAH
-3.4%
-12.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.8% | -7.9% | -5.2% |
| 7D | -6.8% | +2.4% | -9.3% | -7.9% |
| 30D | -15.2% | -2.9% | -12.3% | -14.2% |
| 3M | -7.0% | -1.3% | -5.6% | -7.0% |
| 6M | -20.5% | -0.9% | -19.6% | -21.4% |
| YTD | -37.0% | -8.2% | -28.8% | -35.7% |
| 1Y | -55.3% | -24.0% | -31.3% | -50.4% |
| 3Y | +173.0% | -28.1% | +201.1% | +169.0% |
| All | -16.3% | -3.4% | -12.8% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling