-16.3%
SOUN vs CAPR
+157.8%
-174.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.9% |
| 7D | -6.8% | -10.6% | +3.7% | -6.5% |
| 30D | -15.2% | +111.2% | -126.4% | -18.0% |
| 3M | -7.0% | -67.2% | +60.3% | -5.6% |
| 6M | -20.5% | -75.1% | +54.6% | -18.5% |
| YTD | -37.0% | -71.2% | +34.2% | -35.9% |
| 1Y | -55.3% | +31.1% | -86.4% | -61.4% |
| 3Y | +173.0% | +31.3% | +141.7% | +82.1% |
| All | -16.3% | +157.8% | -174.0% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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