+90.1%
SOUN vs CART
+39.2%
+51.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | -1.0% | +1.5% | -2.5% | -1.5% |
| 30D | -24.9% | +22.4% | -47.3% | -30.7% |
| 3M | -49.5% | +16.5% | -66.0% | -52.8% |
| 6M | -54.4% | +44.9% | -99.3% | -61.0% |
| YTD | -59.4% | +30.0% | -89.3% | -64.3% |
| 1Y | -71.4% | +59.1% | -130.4% | -77.0% |
| 3Y | +134.1% | +138.8% | -4.7% | +47.6% |
| All | +90.1% | +39.2% | +51.0% | +28.1% |
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