-10.1%
SOUN vs BP
+90.5%
-100.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.2% | +3.9% | -9.1% | -6.3% |
| 30D | +4.8% | +7.6% | -2.8% | +2.4% |
| 3M | -15.9% | +0.7% | -16.6% | -16.4% |
| 6M | -17.4% | +15.5% | -32.9% | -23.7% |
| YTD | -32.4% | +30.8% | -63.2% | -40.7% |
| 1Y | -49.3% | +34.3% | -83.6% | -56.2% |
| 3Y | +167.5% | +35.1% | +132.4% | +126.0% |
| All | -10.1% | +90.5% | -100.6% | -33.8% |
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