+216.4%
SOUN vs CART
+21.6%
+194.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -5.2% | +1.0% | -6.3% | -5.6% |
| 30D | +4.8% | +12.6% | -7.8% | 0.0% |
| 3M | -15.9% | +23.1% | -39.0% | -22.9% |
| 6M | -17.4% | +39.5% | -56.9% | -28.7% |
| YTD | -32.4% | +13.5% | -45.9% | -37.0% |
| 1Y | -49.3% | +14.9% | -64.2% | -53.5% |
| All | +216.4% | +21.6% | +194.8% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling