-13.6%
SOUN vs BTDR
+22.4%
-36.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.7% |
| 7D | -4.4% | +14.8% | -19.2% | -8.0% |
| 30D | -13.1% | +41.8% | -54.9% | -21.2% |
| 3M | -7.7% | -29.2% | +21.5% | -2.2% |
| 6M | -21.2% | +66.2% | -87.3% | -33.9% |
| YTD | -35.0% | +10.0% | -45.0% | -40.3% |
| 1Y | -56.4% | -11.0% | -45.4% | -59.4% |
| 3Y | +181.7% | +6.9% | +174.8% | +120.0% |
| All | -13.6% | +22.4% | -36.0% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling