-13.6%
SOUN vs BBY
+15.8%
-29.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.4% |
| 7D | -4.4% | +1.2% | -5.6% | -5.2% |
| 30D | -13.1% | +6.8% | -19.9% | -17.7% |
| 3M | -7.7% | +18.7% | -26.4% | -19.8% |
| 6M | -21.2% | +37.3% | -58.5% | -39.5% |
| YTD | -35.0% | +35.3% | -70.3% | -50.1% |
| 1Y | -56.4% | +20.7% | -77.0% | -63.5% |
| 3Y | +181.7% | +39.4% | +142.3% | +96.1% |
| All | -13.6% | +15.8% | -29.4% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling