+96.5%
SOUN vs COMP
+426.2%
-329.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.3% |
| 7D | -9.5% | +2.2% | -11.7% | -10.4% |
| 30D | -21.3% | +16.3% | -37.7% | -25.1% |
| 3M | -47.2% | -19.1% | -28.1% | -44.6% |
| 6M | -53.7% | +17.1% | -70.9% | -56.7% |
| YTD | -60.8% | -2.9% | -57.8% | -61.9% |
| 1Y | -70.9% | +8.8% | -79.7% | -72.6% |
| All | +96.5% | +426.2% | -329.7% | -9.9% |
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