+178.2%
SOUN vs BBY
+42.8%
+135.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -2.2% |
| 7D | -7.1% | +0.6% | -7.7% | -7.5% |
| 30D | -15.4% | +9.4% | -24.8% | -20.7% |
| 3M | -10.6% | +19.3% | -29.9% | -21.7% |
| 6M | -19.6% | +47.9% | -67.6% | -40.4% |
| YTD | -37.2% | +39.6% | -76.8% | -52.0% |
| 1Y | -57.1% | +22.2% | -79.2% | -63.7% |
| 3Y | +178.2% | +45.0% | +133.2% | +80.2% |
| All | +178.2% | +42.8% | +135.4% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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