-52.0%
SOUN vs BAH
+11.1%
-63.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.2% | -8.1% | -8.0% |
| 7D | -15.5% | -2.6% | -12.9% | -14.6% |
| 30D | -26.2% | +20.4% | -46.6% | -32.2% |
| 3M | -51.4% | +11.9% | -63.2% | -53.9% |
| 6M | -55.3% | +17.1% | -72.5% | -58.9% |
| YTD | -63.9% | +5.5% | -69.4% | -65.5% |
| 1Y | -72.8% | +5.6% | -78.4% | -74.1% |
| 3Y | +101.1% | -26.5% | +127.6% | +107.6% |
| All | -52.0% | +11.1% | -63.1% | -73.0% |
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 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