-10.1%
SOUN vs COMP
+97.2%
-107.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.2% | +1.4% | -6.6% | -5.6% |
| 30D | +4.8% | -13.3% | +18.1% | +8.8% |
| 3M | -15.9% | +41.1% | -57.0% | -24.3% |
| 6M | -17.4% | +17.2% | -34.6% | -23.0% |
| YTD | -32.4% | +5.2% | -37.6% | -35.4% |
| 1Y | -49.3% | +18.9% | -68.2% | -53.8% |
| 3Y | +167.5% | +215.9% | -48.4% | +68.4% |
| All | -10.1% | +97.2% | -107.3% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling