-53.5%
SOUN vs CG
+20.8%
-74.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.9% |
| 7D | -15.1% | +0.2% | -15.3% | -15.4% |
| 30D | -23.0% | +11.2% | -34.1% | -30.0% |
| 3M | -53.3% | -22.1% | -31.3% | -43.3% |
| 6M | -58.6% | -17.9% | -40.6% | -52.5% |
| YTD | -65.0% | -31.3% | -33.7% | -53.6% |
| 1Y | -71.4% | -24.0% | -47.5% | -65.3% |
| 3Y | +75.4% | +45.0% | +30.4% | +29.0% |
| All | -53.5% | +20.8% | -74.2% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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