-53.5%
SOUN vs BP
+101.0%
-154.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.3% |
| 7D | -15.1% | +3.8% | -18.9% | -15.9% |
| 30D | -23.0% | -5.3% | -17.7% | -22.1% |
| 3M | -53.3% | +9.3% | -62.6% | -54.8% |
| 6M | -58.6% | +7.2% | -65.8% | -59.8% |
| YTD | -65.0% | +38.0% | -103.0% | -69.9% |
| 1Y | -71.4% | +33.2% | -104.6% | -75.1% |
| 3Y | +75.4% | +50.3% | +25.1% | +43.2% |
| All | -53.5% | +101.0% | -154.5% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling