-49.3%
SOUN vs CBOE
+29.2%
-78.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.2% | -3.6% | -1.6% | -5.2% |
| 30D | +4.8% | +5.1% | -0.3% | +4.9% |
| 3M | -15.9% | +4.6% | -20.5% | -15.7% |
| 6M | -17.4% | -0.3% | -17.1% | -19.6% |
| YTD | -32.4% | +19.8% | -52.1% | -32.7% |
| 1Y | -49.3% | +28.4% | -77.6% | -47.8% |
| All | -49.3% | +29.2% | -78.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling