+81.7%
SOUN vs CART
+39.2%
+42.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | -6.1% | +0.3% | -6.3% | -6.2% |
| 30D | -28.2% | +22.4% | -50.6% | -33.8% |
| 3M | -48.1% | +15.6% | -63.8% | -51.4% |
| 6M | -56.4% | +44.9% | -101.3% | -62.8% |
| YTD | -61.2% | +30.0% | -91.2% | -65.9% |
| 1Y | -73.1% | +56.6% | -129.8% | -78.3% |
| 3Y | +116.2% | +131.9% | -15.7% | +37.5% |
| All | +81.7% | +39.2% | +42.5% | +22.4% |
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