-16.3%
SOUN vs BUD
+46.3%
-62.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -6.8% | -3.2% | -3.6% | -6.1% |
| 30D | -15.2% | -3.7% | -11.6% | -14.5% |
| 3M | -7.0% | -4.4% | -2.5% | -6.3% |
| 6M | -20.5% | +7.7% | -28.2% | -23.1% |
| YTD | -37.0% | +23.1% | -60.1% | -41.8% |
| 1Y | -55.3% | +33.6% | -88.9% | -59.9% |
| 3Y | +173.0% | +44.7% | +128.3% | +144.9% |
| All | -16.3% | +46.3% | -62.6% | -20.3% |
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