-53.5%
SOUN vs CHD
+20.4%
-73.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.2% |
| 7D | -15.1% | +3.6% | -18.7% | -15.3% |
| 30D | -23.0% | +10.4% | -33.4% | -23.5% |
| 3M | -53.3% | +12.2% | -65.5% | -53.8% |
| 6M | -58.6% | +19.9% | -78.5% | -59.3% |
| YTD | -65.0% | +36.4% | -101.4% | -66.5% |
| 1Y | -71.4% | +35.1% | -106.6% | -72.6% |
| 3Y | +75.4% | +29.2% | +46.2% | +66.2% |
| All | -53.5% | +20.4% | -73.9% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling