+75.4%
SOUN vs BAX
-18.0%
+93.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.2% |
| 7D | -15.1% | +0.1% | -15.2% | -15.1% |
| 30D | -23.0% | +4.1% | -27.0% | -24.2% |
| 3M | -53.3% | -4.5% | -48.8% | -52.7% |
| 6M | -58.6% | +49.2% | -107.8% | -65.2% |
| YTD | -65.0% | +35.2% | -100.2% | -70.0% |
| 1Y | -71.4% | +38.3% | -109.7% | -75.9% |
| 3Y | +75.4% | -19.0% | +94.4% | +30.7% |
| All | +75.4% | -18.0% | +93.3% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling