-46.0%
SOUN vs CI
+27.0%
-73.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -24.9% | +4.7% | -29.5% | -25.3% |
| 3M | -49.5% | +5.2% | -54.7% | -49.9% |
| 6M | -54.4% | +3.8% | -58.2% | -54.8% |
| YTD | -59.4% | +9.2% | -68.6% | -60.2% |
| 1Y | -71.4% | +14.3% | -85.6% | -72.2% |
| 3Y | +134.1% | +8.4% | +125.7% | +126.1% |
| All | -46.0% | +27.0% | -73.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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