-53.5%
SOUN vs CAPR
+196.0%
-249.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.9% | -2.8% |
| 7D | -15.1% | +5.9% | -21.0% | -15.4% |
| 30D | -23.0% | +44.6% | -67.6% | -24.1% |
| 3M | -53.3% | +126.4% | -179.7% | -55.1% |
| 6M | -58.6% | -68.6% | +10.0% | -58.0% |
| YTD | -65.0% | -67.0% | +2.0% | -64.7% |
| 1Y | -71.4% | +65.2% | -136.6% | -75.7% |
| 3Y | +75.4% | +235.6% | -160.2% | -3.2% |
| All | -53.5% | +196.0% | -249.4% | -91.4% |
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