-33.7%
SOUN vs CHYM
-24.0%
-9.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.4% | -0.9% |
| 7D | -6.8% | -2.9% | -3.9% | -5.9% |
| 30D | -15.2% | +3.0% | -18.2% | -16.4% |
| 3M | -7.0% | +98.7% | -105.7% | -32.0% |
| 6M | -20.5% | +46.4% | -66.9% | -34.5% |
| YTD | -37.0% | +29.8% | -66.8% | -46.6% |
| 1Y | -55.3% | +40.5% | -95.8% | -63.7% |
| All | -33.7% | -24.0% | -9.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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