-13.6%
SOUN vs BG
+16.3%
-29.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | -13.1% | +10.3% | -23.5% | -16.1% |
| 3M | -7.7% | -1.9% | -5.8% | -7.6% |
| 6M | -21.2% | +5.2% | -26.4% | -23.8% |
| YTD | -35.0% | +41.2% | -76.2% | -44.2% |
| 1Y | -56.4% | +50.5% | -106.9% | -63.8% |
| 3Y | +181.7% | +19.9% | +161.8% | +150.0% |
| All | -13.6% | +16.3% | -29.9% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling