-16.3%
SOUN vs BAX
-62.8%
+46.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -6.8% | -5.4% | -1.4% | -5.0% |
| 30D | -15.2% | -12.4% | -2.9% | -11.3% |
| 3M | -7.0% | +19.1% | -26.1% | -13.3% |
| 6M | -20.5% | +38.6% | -59.1% | -30.6% |
| YTD | -37.0% | +26.7% | -63.7% | -43.9% |
| 1Y | -55.3% | +1.0% | -56.3% | -56.5% |
| 3Y | +173.0% | -33.9% | +206.9% | +203.7% |
| All | -16.3% | -62.8% | +46.5% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling