-16.5%
SOUN vs BTDR
+18.8%
-35.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.3% |
| 7D | -7.1% | -3.4% | -3.7% | -6.4% |
| 30D | -15.4% | +32.6% | -48.0% | -22.0% |
| 3M | -10.6% | -32.2% | +21.7% | -4.1% |
| 6M | -19.6% | +52.4% | -72.0% | -31.1% |
| YTD | -37.2% | +6.7% | -43.9% | -41.9% |
| 1Y | -57.1% | -15.2% | -41.8% | -59.6% |
| 3Y | +178.2% | +14.9% | +163.3% | +118.1% |
| All | -16.5% | +18.8% | -35.3% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling