-52.0%
SOUN vs BUD
+58.0%
-110.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.7% | -7.9% |
| 7D | -15.5% | -1.6% | -13.9% | -15.2% |
| 30D | -26.2% | +6.7% | -32.9% | -27.4% |
| 3M | -51.4% | +5.9% | -57.2% | -52.1% |
| 6M | -55.3% | +5.1% | -60.4% | -56.2% |
| YTD | -63.9% | +32.9% | -96.8% | -67.3% |
| 1Y | -72.8% | +31.8% | -104.6% | -75.3% |
| 3Y | +101.1% | +47.4% | +53.7% | +77.8% |
| All | -52.0% | +58.0% | -110.0% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling