-10.1%
SOUN vs BB
+35.8%
-45.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.2% | -5.6% | +0.4% | -2.5% |
| 30D | +4.8% | -11.8% | +16.6% | +11.3% |
| 3M | -15.9% | -25.5% | +9.7% | -5.8% |
| 6M | -17.4% | +121.3% | -138.7% | -51.0% |
| YTD | -32.4% | +103.2% | -135.6% | -57.8% |
| 1Y | -49.3% | +102.6% | -151.9% | -69.0% |
| 3Y | +167.5% | +37.5% | +130.0% | +81.7% |
| All | -10.1% | +35.8% | -45.9% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling