+75.4%
SOUN vs COMP
+423.6%
-348.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -3.5% |
| 7D | -15.1% | 0.0% | -15.1% | -15.1% |
| 30D | -23.0% | +16.6% | -39.5% | -26.7% |
| 3M | -53.3% | -23.5% | -29.8% | -50.2% |
| 6M | -58.6% | +25.7% | -84.3% | -61.9% |
| YTD | -65.0% | -3.4% | -61.6% | -65.9% |
| 1Y | -71.4% | +7.6% | -79.0% | -73.0% |
| 3Y | +75.4% | +423.6% | -348.2% | -19.5% |
| All | +75.4% | +423.6% | -348.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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