-16.5%
SOUN vs BB
+35.3%
-51.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | -7.1% | -0.4% | -6.7% | -7.0% |
| 30D | -15.4% | -12.5% | -2.9% | -10.0% |
| 3M | -10.6% | -17.4% | +6.9% | -5.2% |
| 6M | -19.6% | +119.1% | -138.8% | -52.1% |
| YTD | -37.2% | +102.4% | -139.6% | -60.8% |
| 1Y | -57.1% | +98.2% | -155.3% | -73.4% |
| 3Y | +178.2% | +46.9% | +131.3% | +84.7% |
| All | -16.5% | +35.3% | -51.8% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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