+178.2%
SOUN vs CBOE
+89.1%
+89.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.8% |
| 7D | -7.1% | -5.8% | -1.3% | -8.3% |
| 30D | -15.4% | -3.1% | -12.3% | -15.8% |
| 3M | -10.6% | -4.8% | -5.8% | -10.9% |
| 6M | -19.6% | -0.6% | -19.1% | -18.4% |
| YTD | -37.2% | +12.8% | -50.0% | -32.5% |
| 1Y | -57.1% | +19.8% | -76.8% | -52.3% |
| 3Y | +178.2% | +86.9% | +91.3% | +229.5% |
| All | +178.2% | +89.1% | +89.1% | +229.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling