+179.1%
SOUN vs BTDR
+0.6%
+178.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -1.1% |
| 7D | -6.8% | -3.2% | -3.6% | -6.0% |
| 30D | -15.2% | +32.7% | -47.9% | -23.0% |
| 3M | -7.0% | -28.4% | +21.4% | -0.8% |
| 6M | -20.5% | +51.7% | -72.2% | -34.2% |
| YTD | -37.0% | +2.9% | -39.9% | -42.3% |
| 1Y | -55.3% | -15.5% | -39.8% | -58.8% |
| All | +179.1% | +0.6% | +178.5% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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