-16.5%
SOUN vs BP
+100.4%
-117.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -7.1% | +5.2% | -12.3% | -8.5% |
| 30D | -15.4% | +8.7% | -24.1% | -17.5% |
| 3M | -10.6% | +9.3% | -19.9% | -13.4% |
| 6M | -19.6% | +13.6% | -33.2% | -24.6% |
| YTD | -37.2% | +37.7% | -74.9% | -45.8% |
| 1Y | -57.1% | +40.6% | -97.7% | -63.4% |
| 3Y | +178.2% | +40.3% | +137.9% | +132.5% |
| All | -16.5% | +100.4% | -117.0% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling