-16.5%
SOUN vs BAX
-63.4%
+46.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -7.1% | -7.9% | +0.7% | -4.4% |
| 30D | -15.4% | -11.7% | -3.8% | -11.7% |
| 3M | -10.6% | +16.2% | -26.8% | -15.9% |
| 6M | -19.6% | +32.0% | -51.6% | -28.5% |
| YTD | -37.2% | +24.7% | -61.9% | -43.7% |
| 1Y | -57.1% | -2.6% | -54.4% | -57.7% |
| 3Y | +178.2% | -35.0% | +213.2% | +211.3% |
| All | -16.5% | -63.4% | +46.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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