-53.5%
SOUN vs BAH
+10.8%
-64.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -15.1% | +1.7% | -16.8% | -15.7% |
| 30D | -23.0% | +20.8% | -43.7% | -29.3% |
| 3M | -53.3% | +11.6% | -64.9% | -55.8% |
| 6M | -58.6% | +23.1% | -81.6% | -62.7% |
| YTD | -65.0% | +5.3% | -70.3% | -66.5% |
| 1Y | -71.4% | +6.1% | -77.6% | -72.9% |
| 3Y | +75.4% | -27.5% | +102.9% | +82.7% |
| All | -53.5% | +10.8% | -64.2% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling