+208.5%
SOUN vs CART
+14.3%
+194.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -0.2% |
| 7D | -4.1% | -4.1% | 0.0% | -2.6% |
| 30D | -18.1% | -4.3% | -13.8% | -17.0% |
| 3M | -12.3% | +13.1% | -25.4% | -17.0% |
| 6M | -18.6% | +26.0% | -44.6% | -26.9% |
| YTD | -34.1% | +6.7% | -40.8% | -37.1% |
| 1Y | -57.0% | +6.3% | -63.3% | -59.5% |
| All | +208.5% | +14.3% | +194.2% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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