-13.6%
SOUN vs CAPR
+168.3%
-181.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | -1.2% |
| 7D | -4.4% | -12.6% | +8.2% | -4.0% |
| 30D | -13.1% | +124.4% | -137.6% | -16.2% |
| 3M | -7.7% | -66.8% | +59.1% | -6.4% |
| 6M | -21.2% | -71.8% | +50.6% | -19.6% |
| YTD | -35.0% | -70.1% | +35.1% | -34.0% |
| 1Y | -56.4% | +33.3% | -89.7% | -62.3% |
| 3Y | +181.7% | +36.7% | +145.0% | +87.7% |
| All | -13.6% | +168.3% | -181.9% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling