+257.1%
SOUN vs BTSG
+421.3%
-164.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.6% |
| 7D | -4.1% | +5.7% | -9.8% | -6.1% |
| 30D | -18.1% | +0.2% | -18.3% | -18.4% |
| 3M | -12.3% | +5.6% | -17.9% | -15.5% |
| 6M | -18.6% | +50.8% | -69.4% | -31.7% |
| YTD | -34.1% | +67.0% | -101.2% | -46.9% |
| 1Y | -57.0% | +145.5% | -202.6% | -69.6% |
| All | +257.1% | +421.3% | -164.3% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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