+178.2%
SOUN vs BG
+18.0%
+160.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -7.1% | +3.1% | -10.2% | -7.9% |
| 30D | -15.4% | +10.2% | -25.6% | -17.9% |
| 3M | -10.6% | -1.7% | -8.9% | -10.4% |
| 6M | -19.6% | +1.0% | -20.6% | -20.9% |
| YTD | -37.2% | +39.9% | -77.1% | -46.0% |
| 1Y | -57.1% | +53.2% | -110.3% | -64.9% |
| 3Y | +178.2% | +16.3% | +162.0% | +135.4% |
| All | +178.2% | +18.0% | +160.2% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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